Time Series and Statistical Analyses on REIT Stock Prices for Forecasting and Assessing the Impact of COVID-19
Studies in Systems, Decision and Control
; 444:527-544, 2022.
Article
in English
| Scopus | ID: covidwho-2094258
ABSTRACT
In this chapter, we describe the application of Time Series techniques such as ARIMA and ARIMA-GARCH Models to model and forecast the stock prices and the usage of some statistical techniques such as Paired t-Test and Wilcoxon Signed-Rank Test to assess the impact of the COVID-19. The findings provide significant insights into the benefits of mathematical and statistical modeling for real life problem. © 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.
Full text:
Available
Collection:
Databases of international organizations
Database:
Scopus
Type of study:
Experimental Studies
Language:
English
Journal:
Studies in Systems, Decision and Control
Year:
2022
Document Type:
Article
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