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Forecasting performance of the (MA) model and the (GMA) model with applications to fnance - MaRDI portal

Forecasting performance of the (MA) model and the (GMA) model with applications to fnance (Q2888194)

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scientific article; zbMATH DE number 6039683
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English
Forecasting performance of the (MA) model and the (GMA) model with applications to fnance
scientific article; zbMATH DE number 6039683

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    30 May 2012
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    moving average (MA) models
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    generalized moving average (GMA) process
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    Kuala Lumpur stock exchange
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    Shangri-La Hotel
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    estimation
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    Forecasting performance of the (MA) model and the (GMA) model with applications to fnance (English)
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