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http://hdl.handle.net/2445/176536| Title: | SutteARIMA: Short-term forecasting method, a case: Covid-19 and stock market in Spain |
| Author: | Ahmar, Ansari Saleh Boj del Val, Eva |
| Keywords: | COVID-19 Teoria de la predicció Estadística Borsa de valors IBEX 35 (Índex borsari) COVID-19 Prediction theory Statistics Stock-exchange IBEX 35 (Stock price index) |
| Issue Date: | Aug-2020 |
| Publisher: | Elsevier B.V. |
| Abstract: | This study aimed to predict the short-term of confirmed cases of covid-19 and IBEX in Spain by using SutteARIMA method. Confirmed data of Covid-19 in Spanish was obtained from Worldometer and Spain Stock Market data (IBEX 35) was data obtained from Yahoo Finance. Data started from 12 February 2020-09 April 2020 (the date on Covid-19 was detected in Spain). The data from 12 February 2020-02 April 2020 using to fitting with data from 03 April 2020 - 09 April 2020 (...) |
| Note: | Versió postprint del document publicat a: https://doi.org/10.1016/j.scitotenv.2020.138883 |
| It is part of: | Science of the Total Environment, 2020, vol. 729, num. 138883 |
| URI: | http://hdl.handle.net/2445/176536 |
| Related resource: | https://doi.org/10.1016/j.scitotenv.2020.138883 |
| ISSN: | 0048-9697 |
| Appears in Collections: | Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial) |
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| 704069.pdf | 516.98 kB | Adobe PDF | View/Open |
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