KUWAIT EXCHANGE RATE DATA IN FINANCIAL INSTITUTIONS TESTING FOR NON LINEARITY
| المصدر: | مجلة البحوث التجارية المعاصرة |
|---|---|
| الناشر: | جامعة سوهاج - كلية التجارة |
| المؤلف الرئيسي: | Al Kandari, Ahmed Mohamed (Author) |
| مؤلفين آخرين: | Al Saleh, Mohammed A. A. (Co-Author) |
| المجلد/العدد: | مج26, ع1 |
| محكمة: | نعم |
| الدولة: |
مصر |
| التاريخ الميلادي: |
2012
|
| الشهر: | يونيو |
| الصفحات: | 43 - 55 |
| ISSN: |
8452-111 |
| رقم MD: | 661877 |
| نوع المحتوى: | بحوث ومقالات |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
عدد مرات التحميل
2
| المستخلص: |
Most of the recent work in financial time series analysis has been done on the assumption that the structure of the series can be described by linear time series models or by linear random walk hypothesis. In this paper we apply some commonly used tests to examine the non-linearity in Kuwait Exchange rate data. The results indicate that threshold models could be a possible class of non-linear models for modeling and forecasting financial time series data. |
|---|---|
| ISSN: |
8452-111 |
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