Forecasting stock indices with the COVID-19 infection rate as an exogenous variable
Forecasting stock market indices is challenging because stock prices are usually nonlinear and non- stationary. COVID-19 has had a significant impact on stock market volatility, which makes forecasting more challenging. Since the number of confirmed cases significantly impacted the stock price index...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
PeerJ Inc.
2023-08-01
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| Series: | PeerJ Computer Science |
| Subjects: | |
| Online Access: | https://peerj.com/articles/cs-1532.pdf |