مؤشرات الأسواق المالية كوسيلة للوقاية من الأزمات المالية - التنبؤ بحركة مؤشر داوجونز الصناعي باستخدام منهجية Box-Jenkins في تحليل السلاسل الزمنية
Loading...
Files
Date
2017-08
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Université de M'sila
Abstract
Financial market indicators are considered among the best financial market analysis tools
and one of the most important economic indicators used to predict the future situation of the market,
this is why the analysis and modeling of financial market indicators is considered a measure of the
degree of market efficiency and tool for economic forecasting .The Moving average autoregressive
models (ARIMA) of Box-Jinkins is considered of the most important methods used for achieving this
goal. Through this paper we aim to analyze the evolution of the Dow Jones Industrial index of New
York Bourse during the period of the month of January 2006 to February 2014 in order to know the
direction of changes in this index and predict future worth.
Description
Keywords
Indicators of financial markets, Dow Jones indicator, Box-Jenkins, Prediction.