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
Issue
Vol. 6, Issue 11 (30 Jun. 2005)37 p.
Publisher
Publication Date
2005-06-30
Country of Publication
Saudi Arabia
No. of Pages
37
Main Subjects
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