مجلة الدراسات الإقتصادية الكمية
Volume 10, Numéro 1, Pages 363-370
2024-07-01

Forecasting Financial Markets Indicators - Dfm Index Case Study -



Authors : Legougui Fatah . Benguesmi Tarek .

Abstract

This study aims to estimate the Dubai Financial Market index during the time period from 03 January 2022 to 31 January 2024 in order to predict the future values of the index, as the method of random time series conditional on the Heteroskedasticity of error variations was used. The results of the study showed that the index is predictable in the short term, and the best model that can represent observations is the model ARIMA(1,1,1) -GARCH(1,1). Keywords: estimate ; Financial Market index ; the short term.

Keywords

estimate ; Financial Market index ; the short term

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