Project 3 – Modelling and forecasting asset’s price and return
You have to consider one asset (equity or stock index or FX or commodity), determine its return, and model it with the best appropriate AR, or MA, or ARMA model, forecast 1 day ahead, 5 day ahead and 15 days ahead as well as diagnostic test .
1) Select equity or stock index and download data
2) Model specification: selection of the appropriate AR, or MA, or ARMA model
3) Estimate the selected model
4) Diagnostic test of the estimated models
5) Forecasting.
İşin Yapılacağı Konum: ONLINE
Görevin Başlangıç Tarihi: 02-01-2023
Görevin Bitiş Tarihi: 05-01-2023
Kategori: Yazılım