The presence of bubbles in the markets and its formation has been regarded by economists and they have been looking to develop methods that can be recognized by using appropriate method for the formation of bubbles. In this paper, first, the formation of bubbles is tested using the new unit root test known as Phillips test (Generalized Sup ADF test) for 50 companies in the Tehran Stock Exchange...

We conduct empirical analyses to model the volatility of stock market in Malaysia. The GARCH type models (symmetric and asymmetric GARCH) are used to model the volatility of stock market in Malaysia. Their performances are compared based on three statistical error measures tools, i.e. mean squared error, root means squared error and mean absolute percentage error for in sample and out sample an...

Recently, many academy researchers have proposed several forecasting models by technical analysis to forecast stocks, such as (Yamawaki & Tokuoka 2007) [1]. The traditional approach uses a linear time series model for stock forecasting. However, the results would be in doubt when the forecasting problems are nonlinear. Multifeature data from financial statements usually produce high-dimensional...

The present study investigates the cointegration relationships among crude oil price, domestic gold price and selected financial variables (exchange rates and stock price indices) in India. Increasing crude oil prices will increase the production costs which will affect cash flow and will decrease stock prices. Investors are showing fewer concerns in the stock markets and investing in yellow me...

The Biomass Expansion Factor (BEF) and the Root-to-Shoot Ratio (R) are variables used to quantify carbon stock in forests. They are often considered as constant or species/area specific values in most studies. This study aimed at showing tree size and age dependence upon BEF and R and proposed equations to improve forest biomass and carbon stock. Data from 70 sample Pinus spp. grown in southern...

It is important to understand the interplay between stock market and real economy to figure out the various channels through which financial markets drive economic growth. In the current study we investigate this relationship for Chinese economy, the fastest growing and largest emerging economy in the world. Using the methodology of unit root testing in the presence of structural breaks and usi...

One of the main important issues of statistical analysis is forecasting. There are two important objectives of this article one is to developed time series modeling of stock market data of Karachi Stock Exchange (KSE-100). Second is to identify the probability distribution on banking sector of Karachi Stock Exchange (KSE-100).In this work, statistical relation between prices and corresponding t...