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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Main Authors: | , , |
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Format: | Conference or Workshop Item |
Published: |
2023
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Online Access: | http://eprints.utm.my/107821/ http://dx.doi.org/10.1063/5.0111062 |
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