• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Open Journal of Statistics >Bull and Bear Dynamics of the Nigeria Stock Returns Transitory via Mingled Autoregressive Random Processes
【24h】

Bull and Bear Dynamics of the Nigeria Stock Returns Transitory via Mingled Autoregressive Random Processes

机译：尼日利亚股票的公牛和熊动力学通过混合自回归随机过程回报暂时性

获取原文
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

This paper expounds the nitty-gritty of stock returns transitory, periodical behavior of its markets’ demands and cyclical-like tenure-changing of number of the stocks sold. Mingling of autoregressive random processes via Poisson and Extreme-Value-Distributions (Fréchet, Gumbel, and Weibull) error terms were designed, generalized and imitated to capture stylized traits of k-serial tenures (ability to handle cycles), Markov transitional mixing weights , switching of mingling autoregressive processes and full range shape changing predictive distributions (multimodalities) that are usually caused by large fluctuation s (outliers) and long-memory in stock returns. The Poisson and Extreme-Value-Distributions Mingled Autoregressive (PMA and EVDs) models were applied to a monthly number of stocks sold in Nigeria from 1960 to 2020. It was deduced that fitted Gumbel-MAR (2:1, 1) outstripped other linear models as well as best fitted among the Poisson and Extreme-Value- Distributions Mingled autoregressive models subjected to the discrete monthly stocks sold series.
机译：本文阐述了股票的Nitty-Gritty回报暂时性，其市场的需求和周期性行为和营销数量的周期性。通过泊松和极值分布（Fréchet，Gumbel和Weibull）错误术语，设计，广义和模仿，以捕获k-rsialitues的风格化性状（处理循环能力），马尔可夫过渡混合权重，交往混合的自回归过程和全系形状改变预测分布（多模），通常由大波动S（异常值）和库存回报的长记忆。从1960年到2020年，将泊松和极值分布混合的自回归（PMA和EVDS）模型应用于尼日利亚销售的每月股票数量。推导出拟合Gumbel-Mar（2：1,1）超出其他线性的股票模型以及最好的泊松和极值分布的最佳分布使自动增加的归属模型进行了分立的月售出的系列。

著录项

相似文献

  • 外文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号