Non-trading days model for Tesco stock market forecasting

Stock market prices are only available during the weekdays but not for the weekends and holidays. Due to the issue that leads to a gap in the stock market, the dependency between two consecutive trading days will be probably underestimated and the dependency between two trading days separated by a w...

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Bibliographic Details
Main Authors: Mohd. Zainudin, Che Normelissa, Nor, Maria Elena, Kamisan, Nur Arina Bazilah
Format: Conference or Workshop Item
Published: 2023
Subjects:
Online Access:http://eprints.utm.my/107821/
http://dx.doi.org/10.1063/5.0111062
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