On autoregressive moving-average models as a tool of virtual stock-exchange: experimental investigation

zbMATH Open1409.91298MaRDI QIDQ3464016FDOQ3464016

Authors: Jonas Mockus, Joana Katina, Igor Katin 

Publication date: 20 January 2016

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zbMATH Keywords

forecastingtime seriesautoregressive modelsstock exchange

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cited In (3)

• ARIMA modeling of event induced stock price reactions in Austria.
• Title not available (Why is that?)
• On experimental investigation of the web-based stock-exchange model

Uses Software

• AS 197

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