SETAR and ARMA models for the monthly time series returns of the Saudi share price indices : forecasting comparisons

Other Title(s)

نماذج الانحدار الذاتي ذات الحد الفاصل الذاتي التنشيط SETAR و نماذج الانحدار الذاتي ذات المتوسط المتحرك ARMA لسلاسل العوائد الزمنية الشهرية لمؤشرات أسعار الأسهم السعودية : مقارنات تنبؤية

Author

Asiri, Ahmad Bin Abd Allah Ali

Source

Economic Studies

Issue

Vol. 6, Issue 11 (30 Jun. 2005)37 p.

Publisher

Saudi Economic Association

Publication Date

2005-06-30

Country of Publication

Saudi Arabia

No. of Pages

37

Main Subjects

Economy and Commerce

American Psychological Association (APA)

Asiri, Ahmad Bin Abd Allah Ali. 2005. SETAR and ARMA models for the monthly time series returns of the Saudi share price indices : forecasting comparisons. Economic Studies،Vol. 6, no. 11.
https://search.emarefa.net/detail/BIM-1315587

Modern Language Association (MLA)

Asiri, Ahmad Bin Abd Allah Ali. SETAR and ARMA models for the monthly time series returns of the Saudi share price indices : forecasting comparisons. Economic Studies Vol. 6, no. 11 (Jun. 2005).
https://search.emarefa.net/detail/BIM-1315587

American Medical Association (AMA)

Asiri, Ahmad Bin Abd Allah Ali. SETAR and ARMA models for the monthly time series returns of the Saudi share price indices : forecasting comparisons. Economic Studies. 2005. Vol. 6, no. 11.
https://search.emarefa.net/detail/BIM-1315587

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references

Record ID

BIM-1315587