Forecasting financial markets indicators: DFM index case study
Joint Authors
Bin Qasimi, Tariq
al-Quqaji, Fath
Source
Journal of Quantitative Economics Studies
Issue
Vol. 10, Issue 1 (31 Dec. 2024), pp.363-370, 8 p.
Publisher
University Kasdi Merbah Ouargla
Publication Date
2024-12-31
Country of Publication
Algeria
No. of Pages
8
Main Subjects
Abstract EN
This study aims to estimate the Dubai Financial Market index during the time period from 03 January 2022 to 31 January 2024 in order to predict the future values of the index, as the method of random time series conditional on the Heteroskedasticity of error variations was used.
The results of the study showed that the index is predictable in the short term, and the best model that can represent observations is the model ARIMA(1, 1, 1) -GARCH(1, 1).
American Psychological Association (APA)
al-Quqaji, Fath& Bin Qasimi, Tariq. 2024. Forecasting financial markets indicators: DFM index case study. Journal of Quantitative Economics Studies،Vol. 10, no. 1, pp.363-370.
https://search.emarefa.net/detail/BIM-1593167
Modern Language Association (MLA)
al-Quqaji, Fath& Bin Qasimi, Tariq. Forecasting financial markets indicators: DFM index case study. Journal of Quantitative Economics Studies Vol. 10, no. 1 (2024), pp.363-370.
https://search.emarefa.net/detail/BIM-1593167
American Medical Association (AMA)
al-Quqaji, Fath& Bin Qasimi, Tariq. Forecasting financial markets indicators: DFM index case study. Journal of Quantitative Economics Studies. 2024. Vol. 10, no. 1, pp.363-370.
https://search.emarefa.net/detail/BIM-1593167
Data Type
Journal Articles
Language
English
Notes
Includes appendix: p. 367-369
Record ID
BIM-1593167