Tehran Stock Exchange Return Forecasting: Comparison of Bayesian, Exponential Smoothing and Box Jenkins Approaches

Stock returns forecasting is very crucial for investors, share-holders and arbiters. Different methods have been developed for this purpose. In general, there are four methods of forecasting in stock markets, which are; Technical Analysis, Fundamental Analysis, Traditional Time Series and Machine Le...

Ausführliche Beschreibung

Bibliographische Detailangaben
Hauptverfasser: Mojtaba Rostami, Seyed Nezamuddin Makiyan
Format: Artikel
Sprache:fas
Veröffentlicht: Allameh Tabataba'i University Press 2022-06-01
Schriftenreihe:فصلنامه پژوهش‌های اقتصادی ایران
Schlagworte:
Online Zugang:https://ijer.atu.ac.ir/article_14057_84b3f1a77b4338e326c4d328e9a64b41.pdf