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Forecasting stock indices with the COVID-19 infection rate as an exogenous variable

Forecasting stock market indices is challenging because stock prices are usually nonlinear and non- stationary. COVID-19 has had a significant impact on stock market volatility, which makes forecasting more challenging. Since the number of confirmed cases significantly impacted the stock price index...

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Detalles Bibliográficos
Autores principales: Patwary, Mohammad Saha A., Das, Kumer Pial
Formato: Online Artículo Texto
Lenguaje:English
Publicado: PeerJ Inc. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10495988/
https://www.ncbi.nlm.nih.gov/pubmed/37705632
http://dx.doi.org/10.7717/peerj-cs.1532

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