Stock Return Analysis Based on ARMA (2,2) Model

Author:

Yan Haorui

Publisher

Springer International Publishing

Reference10 articles.

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3. Liu, W., Morley, B.: forecasting in the Hang Seng index using the GARCH approach. Asia-Pacific Financ. Mark. 16(1), 51–63 (2009)

4. Jin, Y., Cai, Z.: Application of Kalman filter based on AR model in stock price prediction. Statist. Decis. Mak. 6, 80–82 (2013)

5. Dong, C., Jia, Z.: Research on the impact of stock index futures on stock market volatility based on GARCH-M model. China Manag. Sci. 25(1), 27–34 (2017)

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