ARIMA Modeling with Intervention to Forecast and Analyze Chinese Stock Prices
In this study, we demonstrate the usefulness of ARIMA-Intervention time series analysis as both an analytical and forecast tool. The data base for this study is from the PACAP-CCER China Database developed by the Pacific-Basin Capital Markets (PACAP) Research Center at the University of Rhode Island...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2011-08-01
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| Series: | International Journal of Engineering Business Management |
| Online Access: | https://doi.org/10.5772/50938 |