KFU. Card publication. Predictive autoregressive models of the Russian stock market using macroeconomic variables

KAZAN
FEDERAL UNIVERSITY

- RUS
- 中文
- ES

PREDICTIVE AUTOREGRESSIVE MODELS OF THE RUSSIAN STOCK MARKET USING MACROECONOMIC VARIABLES

Form of presentation

Articles in international journals and collections

Year of publication

2020

��

��

Authors, employees of KFU

Bagautdinova Nailya Gumerovna, author

Bakirova Aysylu Narimovna, author

Kadochnikova Ekaterina Ivanovna, author

Bibliographic description in the original language

Bagautdinova N.G, Kadochnikova E.I, Bakirova A.N., Predictive autoregressive models of the Russian stock market using macroeconomic variables//International Journal of Criminology and Sociology. - 2020. - Vol.9, Is.. - P.2439-2449.

Keywords

Predictive autoregressive models, the stock market, ARIMA, SARIMA

The name of the journal

International Journal of Criminology and Sociology

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-85098936227&doi=10.6000%2f1929-4409.2020.09.296&partnerID=40&md5=e48039b73b6568c7259f9c39b0b3a5bc

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=262869&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Bagautdinova Nailya Gumerovna	ru_RU
dc.contributor.author	Bakirova Aysylu Narimovna	ru_RU
dc.contributor.author	Kadochnikova Ekaterina Ivanovna	ru_RU
dc.date.accessioned	2020-01-01T00:00:00Z	ru_RU
dc.date.available	2020-01-01T00:00:00Z	ru_RU
dc.date.issued	2020	ru_RU
dc.identifier.citation	Bagautdinova N.G, Kadochnikova E.I, Bakirova A.N., Predictive autoregressive models of the Russian stock market using macroeconomic variables//International Journal of Criminology and Sociology. - 2020. - Vol.9, Is.. - P.2439-2449.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=262869&p_lang=2	ru_RU
dc.description.abstract	International Journal of Criminology and Sociology	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	Predictive autoregressive models	ru_RU
dc.subject	the stock market	ru_RU
dc.subject	ARIMA	ru_RU
dc.subject	SARIMA	ru_RU
dc.title	Predictive autoregressive models of the Russian stock market using macroeconomic variables	ru_RU
dc.type	Articles in international journals and collections	ru_RU