Browsing Department of Computer Engineering by Author "Shareef, Jehan Kadhim"

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Prediction of International Stock Market Movements Using a Statistical Time Series Analysis Method

Shareef, Jehan Kadhim (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2013-09)

The thesis has used econometric time series models to model and forecast the development in closing prices of main international stock markets. These are New York, London, Tokyo and Shanghai stock market. The time series ...