Forecasting risk using auto regressive integrated moving average approach: an evidence from S&P BSE Sensex

Author:

Challa Madhavi LathaORCID,Malepati Venkataramanaiah,Kolusu Siva Nageswara Rao

Publisher

Springer Science and Business Media LLC

Subject

Management of Technology and Innovation,Finance

Reference27 articles.

1. Akaike H (1973) Information theory and an extension of the maximum likelihood principle. In: Petrov BN, Csaki BF (eds) Second international symposium on information theory. AcademiaiKiado, Budapest, pp 267–281

2. Akaike H (1974) A new look at the statistical model identification. IEEE Trans Autom Control AC-19:716–723

3. Akaike H (1976) Canonical correlation analysis of time series and the use of an information criterion. In: Mehra RK, Lainiotis DG (eds) System identification. Academic Press, New York, pp 27–96

4. Akaike H (1979) A Bayesian extension of the minimum AIC procedure of autogressive model fitting. Biometrika 66:237–242

5. Akaike H (1981) Likelihood of a model and information criteria. J Econ 16:3–14

Cited by 13 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Stock Market Integration Through Internationally Tradable Assets;The Indian Economic Journal;2024-03-03

2. Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots;Energy Economics;2023-05

3. Stock Price Prediction using HFTSF Algorithm;2022 Sixth International Conference on I-SMAC (IoT in Social, Mobile, Analytics and Cloud) (I-SMAC);2022-11-10

4. Forecasting India S&P BSE SENSEX and USA S&P-500 Benchmark Indices Using SARIMAX and Facebook Prophet Library;2022 6th International Conference on Intelligent Computing and Control Systems (ICICCS);2022-05-25

5. Impacts of the COVID-19 Pandemic on Services Utilization and Energy Consumption in Healthcare Facilities: Evidence from Shanghai Municipal Hospitals;Construction Research Congress 2022;2022-03-07

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3