Abstract

Abstract :
This study aims at how to use the autoregressive and long memory methods to predict the indicators of the Algerian and Amman financial markets during the period from 2001 to 2019, which helps investors, managers and financial analysts to make sound investment decisions, and the financial markets index is one of the most important means that helps the investor To make decisions, it expresses the movement of securities and their price fluctuations, whether in the present or the future, and therefore it is possible to predict the future trends of financial market indicators. apparent in the prediction process.
Keywords : Prediction, autoregressive, long memory, Algeria and Aman financial market indices.

Information

Item Type:	Thesis
Divisions:	» Faculty of Economic, Commercial and Management Sciences
ePrint ID:	3045
Date Deposited:	2022-07-04
Further Information:	Google Scholar
URI:	https://www.univ-soukahras.dz/en/publication/article/3045

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