Forecasting Analysis of Stock Prices on European Markets Using the ARIMA-GARCH Model
The achievement of profits when trading on the stock markets is conditioned by a quality analytical forecast of the development of stock prices in the coming period. This research attempts to compare the results of the ARIMA model and the ARIMA-GARCH model to forecast the development of stock price...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Czech Statistical Office
2023-09-01
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| Series: | Statistika: Statistics and Economy Journal |
| Subjects: | |
| Online Access: | https://www.czso.cz/documents/10180/192164332/32019723q3_zikova_analyses.pdf/c9495a5f-b66d-4f69-bb7e-8d020ec4c67d?version=1.1 |