Gao, Jie (2017) Research on Stock Price Forecast Based on ARIMA-GARCH Model. In: Proceedings of the 4th Management Science Informatization and Economic Innovation Development Conference, MSIEID 2022, December 9-11, 2022, Chongqing, China.
![[thumbnail of 53276.pdf]](http://eprints.eai.eu/style/images/fileicons/application_pdf.png "53276.pdf")
PDF
53276.pdf
Download (322kB)
Abstract
The stock plays a vital role in economic life, and the economic development of enterprises can be measured by the development and change of stocks. In this paper, the closing price of Ping An stock in China from 2017 to 2019 is selected as the time series empirical analysis data, and the ARIMA-GARCH
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:06 |
| Last Modified: | 17 Apr 2026 03:36 |
| URI: | http://eprints.eai.eu/id/eprint/42298 |
Actions (login required)
- View Item