Modeling for Stock Price Forecasting in Colombo Stock Exchange: An Historical Analysis of Stock Prices
نویسندگان
چکیده
منابع مشابه
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The Vector Autoregressive (VAR) model, the Error Correction Model (ECM), and the Kalman Filter Model (KFM) are used to forecast UK stock prices. The forecasting performance of the three models is compared using out of sample forecasting. The results show that the forecasting performance of the ECM is better than that of the VAR and the KFM, and that the VAR performs a forecasting better than th...
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ژورنال
عنوان ژورنال: International Journal of Applied Economics, Finance and Accounting
سال: 2021
ISSN: 2577-767X
DOI: 10.33094/8.2017.2021.91.1.7