An investment decision-making model to predict the risk and return in stock market: An Application of ARIMA-GJR-GARCH
In deciding to invest in stocks traded in the capital market, investors need to predict which stocks provide the prospect of return and the risks to be faced. This paper aims to predict the return and risk of stock asymmetry using a time series model approach. Predicting stock returns and r...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2022-01-01
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| Series: | Decision Science Letters |
| Online Access: | http://www.growingscience.com/dsl/Vol11/dsl_2022_13.pdf |