Maximum Overlapping Discrete Wavelet Methods For Modelling The Saudi Stock Exchange
This study forecasts the stock volatility based on wavelet-based generalized autoregressive conditional heteroscedasticity (GARCH) methods. It builds a forecast model based on GARCH methods, autoregressive integrated moving average (ARIMA) method, and maximum overlap discrete wavelet transform (MODW...
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| Natura: | Tesi |
| Lingua: | English |
| Pubblicazione: |
2023
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| Accesso online: | http://eprints.usm.my/60278/1/ALSHAMMARI%20TARIQ%20SALEH%20T%20-%20TESIS24.pdf |