Econometric analysis of the factors in the regression model to predict the market value of diversified portfolio of stocks
Автор: Solovyev K.
Журнал: Экономика и социум @ekonomika-socium
Рубрика: Основной раздел
Статья в выпуске: 3 (34), 2017 года.
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The article analyzes practical applicability of econometric approach on evaluation of variable factors used to forecast the market price of securities.Usedmacroeconomicdataistestedtoidentifytheiradequacyforpredictionofpriceofadiversifiedstockportfolio.
Dow jones industrial average, econometric model, regression, least square method, brent crude, real gdp of usa, fdi, effective federal funds rate, нефть марки brent
Короткий адрес: https://sciup.org/140124642
IDR: 140124642
Список литературы Econometric analysis of the factors in the regression model to predict the market value of diversified portfolio of stocks
- Suslov M., Tregub I., Modeling the currency exchange rate. Methods and principles//Economics -2015 № 1 p. 67 -70.
- The World Bank Database URL: http://data.worldbank.org/
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