ARIMA Modeling With Intervention to Forecast and Analyze Chinese Stock Prices Research Paper

@inproceedings{Jarrett2010ARIMAMW,
  title={ARIMA Modeling With Intervention to Forecast and Analyze Chinese Stock Prices Research Paper},
  author={Jeffrey E. Jarrett and Eric S. Kyper},
  year={2010}
}
In this study, we demonstrate the usefulness of ARIMA‐Intervention time series analysis as both an analytical and forecast tool. The data base for this study is from the PACAP‐CCER China Database developed by the Pacific‐Basin Capital Markets (PACAP) Research Center at the University of Rhode Island (USA) and the SINOFIN Information Service Inc, affiliated with the China Center for Economic Research (CCER) of Peking University (China). These data are recent… CONTINUE READING
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