مؤشرات الأسواق المالية كوسيلة للوقاية من الأزمات المالية - التنبؤ بحركة مؤشر داوجونز الصناعي باستخدام منهجية Box-Jenkins في تحليل السلاسل الزمنية
| dc.contributor.author | رملاوي, عبد القادر | |
| dc.contributor.author | بشرول, فيصل | |
| dc.date.accessioned | 2018-10-10T15:06:24Z | |
| dc.date.available | 2018-10-10T15:06:24Z | |
| dc.date.issued | 2017-08 | |
| dc.description.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. | en_US |
| dc.identifier.issn | 2543-3709 | |
| dc.identifier.uri | http://dspace.univ-msila.dz:8080//xmlui/handle/123456789/5823 | |
| dc.publisher | Université de M'sila | en_US |
| dc.subject | Indicators of financial markets, Dow Jones indicator, Box-Jenkins, Prediction. | en_US |
| dc.title | مؤشرات الأسواق المالية كوسيلة للوقاية من الأزمات المالية - التنبؤ بحركة مؤشر داوجونز الصناعي باستخدام منهجية Box-Jenkins في تحليل السلاسل الزمنية | en_US |
| dc.type | Article | en_US |