Time Series Forecasting in Stock Trading Markets
Univariate Time Series Models [TSM] use only a Panel of historical data to produce forecasts. The tacit belief in using TSM is that the past information portends the future of the longitudinal data-stream. This is likely in certain cases such as strictly Ergodic Panel segments of sufficient size in...
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| Format: | Article |
| Language: | English |
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Ümit Hacıoğlu
2019-07-01
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| Series: | International Journal of Research In Business and Social Science |
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| Online Access: | https://www.ssbfnet.com/ojs/index.php/ijrbs/article/view/283 |