Can International Market Indices Estimate TASI’s Movements? The ARIMA Model

This study investigates the effectiveness of six of the key international indices in estimating Saudi financial market (TADAWUL) index (TASI) movement. To investigate the relationship between TASI and other variables, six equations were built using two independent variables of time and international...

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Bibliographic Details
Published in:Journal of Open Innovation: Technology, Market and Complexity
Main Authors: Hamzeh F. Assous, Nadia Al-Rousan, Dania AL-Najjar, Hazem AL-Najjar
Format: Article
Language:English
Published: Elsevier 2020-04-01
Subjects:
Online Access:https://www.mdpi.com/2199-8531/6/2/27