Stock market price forecasting using the Arima Model: an application to Istanbul, Turkiye

• Published in: İktisat politikasi araştırmaları dergisi Vol. 9; no. 2; pp. 439 - 454
• Main Author: Mashadihasanli,Tamerlan
• Format: Journal Article
• Language: English
• Published: İstanbul Üniversitesi Yayınları 01.07.2022; Istanbul University Press
• Subjects: arima; forecasting; İktisat & İşletme & Finans; stock market price index; time series; turkiye; İstanbul; Türkiye; Turkiye; borsa fiyat endeksi; zaman serisi; ARIMA; forecasting; time series; stock market price index; tahminleme; Türkiye

Because of its critical position in open economies and its extremely high volatility, the stock market price index has been a popular subject of market research. In modern financial markets, traders and practitioners have had trouble predicting the stock market price index. In order to solve this pr...