محاولة التنبؤ بمؤشرات الأسواق المالية العربية باستعمال النماذج القياسية : دراسة حالة : مؤشر سوق دبي المالي

Abstract EN

This study aimed at predicting the prices of financial market indicators through forecasting the Dubai financial market index by relying on a daily data base for the period from 01/01/2010 to 04/04/2017 using ARCH models, this study concluded that the best model for predicting fluctuations in the returns of the Dubai financial market index is GARCH (1-1) through reliance on two standards (AIC, SC), and the presence of a small standard deviation this means that the Dubai market is relatively stable and this stability is due to its non-exposure to foreign exchanges from direction and it is a market that is compatible with the provisions of Islamic law on the other way and at the same time the model's ability to give great accuracy by comparing actual and predicted values