KUČERA, Jiří, Eva KALINOVÁ and Lenka DIVOKÁ. Profitability of current investments in stock indexes. Entrepreneurship and Sustainability Issues. Lithuania: Entrepreneurship and Sustainability Center, vol. 10, No 1, p. 420-434. ISSN 2345-0282. 2022.
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Basic information
Original name Profitability of current investments in stock indexes
Authors KUČERA, Jiří (203 Czech Republic, guarantor), Eva KALINOVÁ (203 Czech Republic, belonging to the institution) and Lenka DIVOKÁ (203 Czech Republic, belonging to the institution).
Edition Entrepreneurship and Sustainability Issues, Lithuania, Entrepreneurship and Sustainability Center, 2022, 2345-0282.
Other information
Original language English
Type of outcome Article in a journal
Field of Study 50200 5.2 Economics and Business
Country of publisher Lithuania
Confidentiality degree is not subject to a state or trade secret
WWW URL
RIV identification code RIV/75081431:_____/22:00002475
Organization unit Institute of Technology and Business in České Budějovice
UT WoS 000893658500013
Keywords in English forecasting; ARIMA model; moving averages; stock indexes; return on investments
Tags RIV22, RLZ_PEK, WOS
Changed by Changed by: Mgr. Nikola Petříková, učo 28324. Changed: 25/1/2023 10:38.
Abstract
The authors aim to determine the best method for forecasting the prices of the S&P 500 and NASDAQ Composite stock indices, comparing the simple moving average (SMA) technique with the autoregressive integrated moving average (ARIMA) model based on the free software RStudio.
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