Maximum Overlapping Discrete Wavelet Methods For Modelling The Saudi Stock Exchange
This study forecasts the stock volatility based on wavelet-based generalized autoregressive conditional heteroscedasticity (GARCH) methods. It builds a forecast model based on GARCH methods, autoregressive integrated moving average (ARIMA) method, and maximum overlap discrete wavelet transform (MODW...
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| Format: | Thesis |
| Language: | English |
| Published: |
2023
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| Subjects: | |
| Online Access: | http://eprints.usm.my/60278/1/ALSHAMMARI%20TARIQ%20SALEH%20T%20-%20TESIS24.pdf http://eprints.usm.my/60278/ |
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