Forecasting Analysis of Stock Prices on European Markets Using the ARIMA-GARCH Model
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F23%3A00059379" target="_blank" >RIV/61384399:31110/23:00059379 - isvavai.cz</a>
Alternative codes found
RIV/61384399:31140/23:00059379
Result on the web
<a href="https://www.czso.cz/csu/czso/forecasting-analysis-of-stock-prices-on-european-markets-using-the-arima-garch-model" target="_blank" >https://www.czso.cz/csu/czso/forecasting-analysis-of-stock-prices-on-european-markets-using-the-arima-garch-model</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.54694/stat.2023.4" target="_blank" >10.54694/stat.2023.4</a>
Alternative languages
Result language
angličtina
Original language name
Forecasting Analysis of Stock Prices on European Markets Using the ARIMA-GARCH Model
Original language description
Main topics of the document: ARIMA; GARCH; stock price prediction; time series
Czech name
—
Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Statistika: Statistics and Economy Journal
ISSN
0322-788X
e-ISSN
1804-8765
Volume of the periodical
103
Issue of the periodical within the volume
3
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
13
Pages from-to
342-354
UT code for WoS article
—
EID of the result in the Scopus database
2-s2.0-85173921660