Modelling and forecasting S&P 500 stock prices using hybrid Arima-Garch Model
The S&P 500 is a bellwether and leading indicator for the economy as well as the default vehicle for passive investors who want exposure to the U.S. economy via index funds. Since 1957, the S&P 500 has performed amazingly, outpacing other leading asset classes such as bonds or commodities. T...
| Published in: | Journal of Physics: Conference Series |
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| Main Author: | |
| Format: | Conference paper |
| Language: | English |
| Published: |
Institute of Physics Publishing
2019
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85076090365&doi=10.1088%2f1742-6596%2f1366%2f1%2f012130&partnerID=40&md5=fb482a2dc023d89a04b339dc5a8ac498 |