Forecasting the Return of Equity Market in GCC Economy: An Application of ARIMA Model

Authors

  • Ms. Gaytri Ms. Gaytri ACCF, Amity University, Noida
  • Ms. Sabia Tabassum ABS, Amity University, Noida

DOI:

https://doi.org/10.56411/anusandhan.2022.v4i2.22-33

Keywords:

GCC, Equity Market, Forecasting, ARIMA

Abstract

Investment is nothing but looking for the best available opportunities to put your money in with minimum risks involved. To fulfil this rationale forecasting
and predicting volatility is one of the most effective techniques. Our study aims to forecast the return of the equity market among countries of the GCC (Gulf Cooperation Council) using the ARIMA model. This study employs an autoregressive integrated moving average (ARIMA) and found various orders of autoregressive and moving average. This provides an insight to the investors and portfolio managers.

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Published

2022-08-30

How to Cite

Ms. Gaytri, M. G., & Tabassum, M. S. (2022). Forecasting the Return of Equity Market in GCC Economy: An Application of ARIMA Model. ANUSANDHAN – NDIM’s Journal of Business and Management Research, 4(2), 22–33. https://doi.org/10.56411/anusandhan.2022.v4i2.22-33

Issue

Vol. 4 No. 2 (2022): Anusandhan-NDIM's Journal of Business and Management Research

Section

Articles

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