التنبؤ بمؤشرات الأسواق المالية : دراسة حالة سوق الجزائر و عمان المالي خلال الفترة 2001-2019

الملخص EN

This research paper deals with the importance of using the two methods of autoregressive and the long memory of the indicators of the Algerian and Omani financial markets during the period from 2001 to 2019, which helps investors, managers and financial analysts to make sound decisions for investment, and we have come to the conclusion that the appropriate method is autoregressive, which is characterized by accuracy It is higher than the long memory method which takes into account the impact of shocks to the phenomenon during the prediction process.