Forecasting stock price with ARDL method of one equation cumulative regression methods
Forecasting stock price had been paying attention to many analysts and stockholders. Today, this issue more recent years has been do by new methods but new methods, good enough, not have analysis of description and changes effective variables on stock price whereas all this method rely on regressio...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2007-05-01
|
| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_27213_63d3e39cf371ffca08951485b6d22649.pdf |
| Summary: | Forecasting stock price had been paying attention to many analysts and stockholders. Today, this issue more recent years has been do by new methods but new methods, good enough, not have analysis of description and changes effective variables on stock price whereas all this method rely on regression bases. ARDL (Autoregression Distributed Lag ) of one equation cumulative regression method obtained estimation using lags from independent variables and dependent variable in model. That related tests included structural fixity test, heteroscedasticity test and autocorrelation test, thus upon that do final estimation and forecasting. |
|---|---|
| ISSN: | 1024-8153 2423-5377 |