A time series analysis of Kuwait stock data

MaRDI QIDQ4917687zbMATH OpenFDO

Authors Mohammad Ahmad Alsaleh, Ahmad Mohamad al-Kandary, Wafaa Abdullah al-Kharief

Publication date 2 May 2013

Full work available at URL http://www.pphmj.com/abstract/5911.htm

zbMATH Keywords

ARIMA modelsBox-Jenkinsfinancial series

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20)

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(1)

• Modelling EGX30 of Egyptian stock market using spectral analysis and harmonic regression

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