Forecasting Stock Prices Using the Box-Jenkins Methodology: A Case Study of the Bank of Baghdad
| المصدر: | مجلة القادسية للعلوم الإدارية والاقتصادية |
|---|---|
| الناشر: | جامعة القادسية - كلية الادارة والاقتصاد |
| المؤلف الرئيسي: | Al-Hasnawy, Salim Sallal Rahi (Author) |
| مؤلفين آخرين: | Hussein, Haneen Ali (Co-Author) |
| المجلد/العدد: | مج26, عدد خاص |
| محكمة: | نعم |
| الدولة: |
العراق |
| التاريخ الميلادي: |
2024
|
| الصفحات: | 82 - 89 |
| ISSN: |
1816-9171 |
| رقم MD: | 1526750 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Stock Prices | Time Series | Box-Jenkins Model
|
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| LEADER | 02349nam a22002297a 4500 | ||
|---|---|---|---|
| 001 | 2269977 | ||
| 041 | |a eng | ||
| 044 | |b العراق | ||
| 100 | |9 809946 |a Al-Hasnawy, Salim Sallal Rahi |e Author | ||
| 245 | |a Forecasting Stock Prices Using the Box-Jenkins Methodology: |b A Case Study of the Bank of Baghdad | ||
| 260 | |b جامعة القادسية - كلية الادارة والاقتصاد |c 2024 | ||
| 300 | |a 82 - 89 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b The research aims to predict the prices of Bank of Baghdad shares listed on the Iraqi Stock Exchange using the Box-Jenkins methodology, one of the time series models, as it was and still represents an intellectual and practical debate about the superiority of this model in predicting stock prices, as the Box-Jenkins model requires the presence of stability in... To apply the time series, we used the annual closing price data announced in the Iraq Stock Exchange for the Bank of Baghdad for the period from (1/1/2011) until (12/31/2022) and then forecast for two years (2023-2024), and many programs were used To reach accurate results, the research reached a set of results, the most important of which is a model Box-Jenkins can predict the annual closing prices of Bank of Baghdad listed shares In the Iraq Stock Exchange, the research concluded with several recommendations, the most important of which is the use of box models- Jenkins When conducting statistical analysis of time series values, through these models it is possible Obtaining the most efficient models to predict the prices of the Bank of Baghdad listed on the Iraqi Stock Exchange Finance. | ||
| 653 | |a البنوك التجارية |a بنك بغداد |a الأسهم التجارية |a التنبؤ بأسعار الأسهم | ||
| 692 | |b Stock Prices |b Time Series |b Box-Jenkins Model | ||
| 700 | |9 809948 |a Hussein, Haneen Ali |e Co-Author | ||
| 773 | |4 الاقتصاد |4 إدارة الأعمال |6 Economics |6 Business |c 008 |e Al-Qadisiyah Journal for Administrative & Economic Sciences |f Maǧallaẗ al-qādisiyyaẗ li-l-ʻulūm al-idāriyyaẗ wa-al-iqtiṣādiyyaẗ |l 999 |m مج26, عدد خاص |o 0478 |s مجلة القادسية للعلوم الإدارية والاقتصادية |v 026 |x 1816-9171 | ||
| 856 | |u 0478-026-999-008.pdf | ||
| 930 | |d n |p y |q n | ||
| 995 | |a EcoLink | ||
| 999 | |c 1526750 |d 1526750 | ||
عناصر مشابهة
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Predicting Stock Closing Prices Using Artificial Neural Networks for a Sample of Banks Listed in the Iraqi Stock Exchange
بواسطة: Rahi, Salim Sallal منشور: (2022) -
Use the Box-Jenkins Methodology to Predict the Financial Crisis: A Study of a Sample of Banks Listed on the Iraqi Stock Exchange
بواسطة: Kazem, Ahmed Mahdi منشور: (2024) -
Forecasting Volatility Using Box-Jenkins : Model Case of Amman Stock Exchange
بواسطة: الخزاعلة، منصور محمد منشور: (2010) -
The Effect of Some Suggested Factors for (Fama & French) on the Return on the Investment Portfolio of a Sample of Banks Listed in the Iraqi Stock Exchange: An Applied Study
بواسطة: Al-Hasnawi, Salem Salal Rahi منشور: (2022) -
A NEURAL NETWORK APPROACH TO FORECASTING STOCK PRICES OF SAUDI COMPANIES
بواسطة: Al Hindi, Hindi A. منشور: (2002)
