Volatility Analysis and Forecasting Volume Data of DSE

Language: English

Published by LAP LAMBERT Academic Publishing Jan 2015, 2015

3659683663 / 9783659683664

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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Item description from seller

This item is printed on demand - it takes 3-4 days longer - Neuware -This book helps to search a suitable model for the daily volume data series of Dhaka Stock Exchange (DSE) and to forecast the future outline. ML - ARCH (Marquardt) method has been used to build up the models for the volume data series by using statistical software's Eviews verson-5. Firstly, we fitted an ARIMA model and observed that there were present heteroskewdastic transactions. Then, we used different ARCH class volatility models but one of them we used intervention shock and selected the ARIMA with EGARCH model. Our findings established that ARIMA with EGARCH model comprises low residual variance and low forecast error for volume data and thus, the modeling concept used in this paper would be useful for the investors or researchers to resolve the future value of share volume. 176 pp. Englisch.

Seller Inventory # 9783659683664

Title
Volatility Analysis and Forecasting Volume Data of DSE
Author
Ahammad Hossain
Publisher
LAP LAMBERT Academic Publishing Jan 2015
Publication year
2015
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659683663
ISBN 13
9783659683664
Item weight
280 grams
Dimensions
220x150x11 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany