Forecasting the Sensex and Nifty Indices using ARIMA and GARCH Models

Author:

H. R. Tejesh,V. Jeelan Basha

Publisher

Journal Press India

Subject

General Mathematics

Reference20 articles.

1. 1. Adebiyi, A. A., Adewumi, O. A., & Ayo, C. (2014). Stock price prediction using the ARIMA model. Proceedings-UKSim-AMSS 16th International Conference on Computer Modelling and Simulation. Retrieved fromhttps://doi.org/10.1109/UKSim.2014.67

2. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986

3. 3. Box, G. & Jenkins, G. (1970). Time series analysis: Forecasting and control. San Francisco: Holden-Day.

4. Stock market forecasting technique using ARIMA model;Dhyani;International Journal of Recent Technology and Engineering (IJRTE),2020

5. Forecasting of demand using ARIMA model;Fattah;International Journal of Engineering Business Management 10,2018

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