id sid tid token lemma pos fbem-18145 1 1 frontiers frontier NOUN fbem-18145 1 2 in in ADP fbem-18145 1 3 business business NOUN fbem-18145 1 4 , , PUNCT fbem-18145 1 5 economics economic NOUN fbem-18145 1 6 and and CCONJ fbem-18145 1 7 management management NOUN fbem-18145 1 8 issn issn PROPN fbem-18145 1 9 : : PUNCT fbem-18145 1 10 2766 2766 NUM fbem-18145 1 11 - - PUNCT fbem-18145 1 12 824x 824x NUM fbem-18145 1 13 | | ADJ fbem-18145 1 14 vol vol NOUN fbem-18145 1 15 . . PROPN fbem-18145 1 16 13 13 NUM fbem-18145 1 17 , , PUNCT fbem-18145 1 18 no no INTJ fbem-18145 1 19 . . NOUN fbem-18145 1 20 3 3 NUM fbem-18145 1 21 , , PUNCT fbem-18145 1 22 2024 2024 NUM fbem-18145 1 23 20 20 NUM fbem-18145 1 24 stock stock NOUN fbem-18145 1 25 closing closing NOUN fbem-18145 1 26 price price NOUN fbem-18145 1 27 prediction prediction NOUN fbem-18145 1 28 based base VERB fbem-18145 1 29 on on ADP fbem-18145 1 30 the the DET fbem-18145 1 31 arima‐ arima‐ PUNCT fbem-18145 1 32 garch garch NOUN fbem-18145 1 33 model model NOUN fbem-18145 1 34 shang shang PROPN fbem-18145 1 35 li1 li1 PROPN fbem-18145 1 36 , , PUNCT fbem-18145 1 37 * * PROPN fbem-18145 1 38 1college 1college NUM fbem-18145 1 39 of of ADP fbem-18145 1 40 william william PROPN fbem-18145 1 41 & & CCONJ fbem-18145 1 42 mary mary PROPN fbem-18145 1 43 , , PUNCT fbem-18145 1 44 virginia virginia PROPN fbem-18145 1 45 , , PUNCT fbem-18145 1 46 23187 23187 NUM fbem-18145 1 47 - - SYM fbem-18145 1 48 8795 8795 NUM fbem-18145 1 49 , , PUNCT fbem-18145 1 50 united united PROPN fbem-18145 1 51 states states PROPN fbem-18145 1 52 of of ADP fbem-18145 1 53 america america PROPN fbem-18145 1 54 * * PUNCT fbem-18145 1 55 corresponding correspond VERB fbem-18145 1 56 author author NOUN fbem-18145 1 57 ’s ’s PART fbem-18145 1 58 email email NOUN fbem-18145 1 59 : : PUNCT fbem-18145 1 60 sli36@wm.edu sli36@wm.edu VERB fbem-18145 1 61 abstract abstract ADJ fbem-18145 1 62 : : PUNCT fbem-18145 1 63 amidst amidst ADP fbem-18145 1 64 a a DET fbem-18145 1 65 burgeoning burgeon VERB fbem-18145 1 66 stock stock NOUN fbem-18145 1 67 market market NOUN fbem-18145 1 68 , , PUNCT fbem-18145 1 69 a a DET fbem-18145 1 70 plethora plethora NOUN fbem-18145 1 71 of of ADP fbem-18145 1 72 predictive predictive ADJ fbem-18145 1 73 models model NOUN fbem-18145 1 74 for for ADP fbem-18145 1 75 stock stock NOUN fbem-18145 1 76 prices price NOUN fbem-18145 1 77 have have AUX fbem-18145 1 78 been be AUX fbem-18145 1 79 steadily steadily ADV fbem-18145 1 80 surfacing surface VERB fbem-18145 1 81 , , PUNCT fbem-18145 1 82 with with ADP fbem-18145 1 83 a a DET fbem-18145 1 84 wide wide ADJ fbem-18145 1 85 array array NOUN fbem-18145 1 86 of of ADP fbem-18145 1 87 autoregressive autoregressive ADJ fbem-18145 1 88 models model NOUN fbem-18145 1 89 finding find VERB fbem-18145 1 90 extensive extensive ADJ fbem-18145 1 91 application application NOUN fbem-18145 1 92 . . PUNCT fbem-18145 2 1 this this DET fbem-18145 2 2 study study NOUN fbem-18145 2 3 sets set VERB fbem-18145 2 4 out out ADP fbem-18145 2 5 to to PART fbem-18145 2 6 evaluate evaluate VERB fbem-18145 2 7 the the DET fbem-18145 2 8 efficacy efficacy NOUN fbem-18145 2 9 of of ADP fbem-18145 2 10 the the DET fbem-18145 2 11 arima arima NOUN fbem-18145 2 12 - - PUNCT fbem-18145 2 13 garch garch NOUN fbem-18145 2 14 model model NOUN fbem-18145 2 15 in in ADP fbem-18145 2 16 the the DET fbem-18145 2 17 domain domain NOUN fbem-18145 2 18 of of ADP fbem-18145 2 19 stock stock NOUN fbem-18145 2 20 price price NOUN fbem-18145 2 21 prediction prediction NOUN fbem-18145 2 22 , , PUNCT fbem-18145 2 23 taking take VERB fbem-18145 2 24 as as ADP fbem-18145 2 25 its its PRON fbem-18145 2 26 dataset dataset NOUN fbem-18145 2 27 the the DET fbem-18145 2 28 stock stock NOUN fbem-18145 2 29 information information NOUN fbem-18145 2 30 of of ADP fbem-18145 2 31 jinan jinan PROPN fbem-18145 2 32 hi hi PROPN fbem-18145 2 33 - - PUNCT fbem-18145 2 34 tech tech NOUN fbem-18145 2 35 development development NOUN fbem-18145 2 36 ( ( PUNCT fbem-18145 2 37 600807 600807 NUM fbem-18145 2 38 ) ) PUNCT fbem-18145 2 39 . . PUNCT fbem-18145 3 1 this this DET fbem-18145 3 2 paper paper NOUN fbem-18145 3 3 begins begin VERB fbem-18145 3 4 by by ADP fbem-18145 3 5 transforming transform VERB fbem-18145 3 6 the the DET fbem-18145 3 7 closing closing NOUN fbem-18145 3 8 prices price NOUN fbem-18145 3 9 of of ADP fbem-18145 3 10 jinan jinan PROPN fbem-18145 3 11 hi hi PROPN fbem-18145 3 12 - - PUNCT fbem-18145 3 13 tech tech NOUN fbem-18145 3 14 development development NOUN fbem-18145 3 15 ( ( PUNCT fbem-18145 3 16 600807 600807 NUM fbem-18145 3 17 ) ) PUNCT fbem-18145 3 18 from from ADP fbem-18145 3 19 july july PROPN fbem-18145 3 20 13 13 NUM fbem-18145 3 21 , , PUNCT fbem-18145 3 22 2023 2023 NUM fbem-18145 3 23 , , PUNCT fbem-18145 3 24 to to ADP fbem-18145 3 25 july july PROPN fbem-18145 3 26 27 27 NUM fbem-18145 3 27 , , PUNCT fbem-18145 3 28 2023 2023 NUM fbem-18145 3 29 , , PUNCT fbem-18145 3 30 into into ADP fbem-18145 3 31 a a DET fbem-18145 3 32 time time NOUN fbem-18145 3 33 series series NOUN fbem-18145 3 34 for for ADP fbem-18145 3 35 the the DET fbem-18145 3 36 purpose purpose NOUN fbem-18145 3 37 of of ADP fbem-18145 3 38 model model NOUN fbem-18145 3 39 fitting fit VERB fbem-18145 3 40 , , PUNCT fbem-18145 3 41 identifying identify VERB fbem-18145 3 42 the the DET fbem-18145 3 43 arima arima PROPN fbem-18145 3 44 model model NOUN fbem-18145 3 45 parameters parameter NOUN fbem-18145 3 46 , , PUNCT fbem-18145 3 47 and and CCONJ fbem-18145 3 48 examining examine VERB fbem-18145 3 49 arch arch ADJ fbem-18145 3 50 effects effect NOUN fbem-18145 3 51 alongside alongside ADP fbem-18145 3 52 the the DET fbem-18145 3 53 normality normality NOUN fbem-18145 3 54 and and CCONJ fbem-18145 3 55 independence independence NOUN fbem-18145 3 56 of of ADP fbem-18145 3 57 residuals residual NOUN fbem-18145 3 58 . . PUNCT fbem-18145 4 1 subsequently subsequently ADV fbem-18145 4 2 , , PUNCT fbem-18145 4 3 garch garch NOUN fbem-18145 4 4 model model NOUN fbem-18145 4 5 parameters parameter NOUN fbem-18145 4 6 are be AUX fbem-18145 4 7 discerned discern VERB fbem-18145 4 8 and and CCONJ fbem-18145 4 9 integrated integrate VERB fbem-18145 4 10 with with ADP fbem-18145 4 11 the the DET fbem-18145 4 12 arima arima PROPN fbem-18145 4 13 model model NOUN fbem-18145 4 14 to to PART fbem-18145 4 15 establish establish VERB fbem-18145 4 16 the the DET fbem-18145 4 17 arima arima NOUN fbem-18145 4 18 - - PUNCT fbem-18145 4 19 garch garch NOUN fbem-18145 4 20 model model NOUN fbem-18145 4 21 , , PUNCT fbem-18145 4 22 which which PRON fbem-18145 4 23 is be AUX fbem-18145 4 24 then then ADV fbem-18145 4 25 subjected subject VERB fbem-18145 4 26 to to ADP fbem-18145 4 27 residual residual ADJ fbem-18145 4 28 testing testing NOUN fbem-18145 4 29 . . PUNCT fbem-18145 5 1 concluding conclude VERB fbem-18145 5 2 the the DET fbem-18145 5 3 study study NOUN fbem-18145 5 4 , , PUNCT fbem-18145 5 5 a a DET fbem-18145 5 6 comparative comparative ADJ fbem-18145 5 7 error error NOUN fbem-18145 5 8 analysis analysis NOUN fbem-18145 5 9 between between ADP fbem-18145 5 10 the the DET fbem-18145 5 11 predicted predict VERB fbem-18145 5 12 and and CCONJ fbem-18145 5 13 actual actual ADJ fbem-18145 5 14 closing closing NOUN fbem-18145 5 15 prices price NOUN fbem-18145 5 16 reveals reveal VERB fbem-18145 5 17 that that SCONJ fbem-18145 5 18 the the DET fbem-18145 5 19 arima arima NOUN fbem-18145 5 20 - - PUNCT fbem-18145 5 21 garch garch NOUN fbem-18145 5 22 model model NOUN fbem-18145 5 23 boasts boast VERB fbem-18145 5 24 substantial substantial ADJ fbem-18145 5 25 accuracy accuracy NOUN fbem-18145 5 26 in in ADP fbem-18145 5 27 short short ADJ fbem-18145 5 28 - - PUNCT fbem-18145 5 29 term term NOUN fbem-18145 5 30 stock stock NOUN fbem-18145 5 31 price price NOUN fbem-18145 5 32 forecasting forecasting NOUN fbem-18145 5 33 . . PUNCT fbem-18145 6 1 keywords keyword NOUN fbem-18145 6 2 : : PUNCT fbem-18145 6 3 arima arima NOUN fbem-18145 6 4 - - PUNCT fbem-18145 6 5 garch garch NOUN fbem-18145 6 6 ; ; PUNCT fbem-18145 6 7 stock stock NOUN fbem-18145 6 8 prediction prediction NOUN fbem-18145 6 9 ; ; PUNCT fbem-18145 6 10 time time NOUN fbem-18145 6 11 series series NOUN fbem-18145 6 12 ; ; PUNCT fbem-18145 6 13 closing close VERB fbem-18145 6 14 price price NOUN fbem-18145 6 15 . . PUNCT fbem-18145 7 1 1 1 X fbem-18145 7 2 . . X fbem-18145 7 3 introduction introduction NOUN fbem-18145 7 4 with with ADP fbem-18145 7 5 the the DET fbem-18145 7 6 advancement advancement NOUN fbem-18145 7 7 of of ADP fbem-18145 7 8 the the DET fbem-18145 7 9 internet internet NOUN fbem-18145 7 10 and and CCONJ fbem-18145 7 11 technology technology NOUN fbem-18145 7 12 , , PUNCT fbem-18145 7 13 a a DET fbem-18145 7 14 myriad myriad NOUN fbem-18145 7 15 of of ADP fbem-18145 7 16 investment investment NOUN fbem-18145 7 17 avenues avenue NOUN fbem-18145 7 18 has have AUX fbem-18145 7 19 blossomed blossom VERB fbem-18145 7 20 . . PUNCT fbem-18145 8 1 among among ADP fbem-18145 8 2 them they PRON fbem-18145 8 3 , , PUNCT fbem-18145 8 4 the the DET fbem-18145 8 5 stock stock NOUN fbem-18145 8 6 market market NOUN fbem-18145 8 7 , , PUNCT fbem-18145 8 8 one one NUM fbem-18145 8 9 of of ADP fbem-18145 8 10 the the DET fbem-18145 8 11 most most ADV fbem-18145 8 12 well well ADV fbem-18145 8 13 - - PUNCT fbem-18145 8 14 established establish VERB fbem-18145 8 15 markets market NOUN fbem-18145 8 16 , , PUNCT fbem-18145 8 17 has have AUX fbem-18145 8 18 seen see VERB fbem-18145 8 19 rapid rapid ADJ fbem-18145 8 20 growth growth NOUN fbem-18145 8 21 , , PUNCT fbem-18145 8 22 with with ADP fbem-18145 8 23 buying buy VERB fbem-18145 8 24 stocks stock NOUN fbem-18145 8 25 becoming become VERB fbem-18145 8 26 a a DET fbem-18145 8 27 principal principal ADJ fbem-18145 8 28 investment investment NOUN fbem-18145 8 29 method method NOUN fbem-18145 8 30 for for ADP fbem-18145 8 31 many many ADJ fbem-18145 8 32 . . PUNCT fbem-18145 9 1 consequently consequently ADV fbem-18145 9 2 , , PUNCT fbem-18145 9 3 the the DET fbem-18145 9 4 prediction prediction NOUN fbem-18145 9 5 of of ADP fbem-18145 9 6 stock stock NOUN fbem-18145 9 7 prices price NOUN fbem-18145 9 8 and and CCONJ fbem-18145 9 9 the the DET fbem-18145 9 10 volatility volatility NOUN fbem-18145 9 11 of of ADP fbem-18145 9 12 returns return NOUN fbem-18145 9 13 has have AUX fbem-18145 9 14 garnered garner VERB fbem-18145 9 15 significant significant ADJ fbem-18145 9 16 attention attention NOUN fbem-18145 9 17 . . PUNCT fbem-18145 10 1 to to PART fbem-18145 10 2 accurately accurately ADV fbem-18145 10 3 forecast forecast VERB fbem-18145 10 4 stock stock NOUN fbem-18145 10 5 prices price NOUN fbem-18145 10 6 , , PUNCT fbem-18145 10 7 the the DET fbem-18145 10 8 traditional traditional ADJ fbem-18145 10 9 econometric econometric ADJ fbem-18145 10 10 models model NOUN fbem-18145 10 11 have have AUX fbem-18145 10 12 been be AUX fbem-18145 10 13 set set VERB fbem-18145 10 14 aside aside ADV fbem-18145 10 15 in in ADP fbem-18145 10 16 favor favor NOUN fbem-18145 10 17 of of ADP fbem-18145 10 18 the the DET fbem-18145 10 19 arch arch ADJ fbem-18145 10 20 model model NOUN fbem-18145 10 21 proposed propose VERB fbem-18145 10 22 by by ADP fbem-18145 10 23 engle engle NOUN fbem-18145 10 24 in in ADP fbem-18145 10 25 1982.[1 1982.[1 NUM fbem-18145 10 26 ] ] PUNCT fbem-18145 10 27 after after ADP fbem-18145 10 28 over over ADP fbem-18145 10 29 four four NUM fbem-18145 10 30 decades decade NOUN fbem-18145 10 31 of of ADP fbem-18145 10 32 evolution evolution NOUN fbem-18145 10 33 , , PUNCT fbem-18145 10 34 the the DET fbem-18145 10 35 arch arch ADJ fbem-18145 10 36 model model NOUN fbem-18145 10 37 and and CCONJ fbem-18145 10 38 its its PRON fbem-18145 10 39 derivative derivative NOUN fbem-18145 10 40 , , PUNCT fbem-18145 10 41 the the DET fbem-18145 10 42 garch garch NOUN fbem-18145 10 43 model model NOUN fbem-18145 10 44 , , PUNCT fbem-18145 10 45 have have AUX fbem-18145 10 46 been be AUX fbem-18145 10 47 extensively extensively ADV fbem-18145 10 48 applied apply VERB fbem-18145 10 49 . . PUNCT fbem-18145 11 1 when when SCONJ fbem-18145 11 2 combined combine VERB fbem-18145 11 3 with with ADP fbem-18145 11 4 artificial artificial ADJ fbem-18145 11 5 neural neural ADJ fbem-18145 11 6 networks network NOUN fbem-18145 11 7 , , PUNCT fbem-18145 11 8 they they PRON fbem-18145 11 9 provide provide VERB fbem-18145 11 10 more more ADV fbem-18145 11 11 precise precise ADJ fbem-18145 11 12 predictions prediction NOUN fbem-18145 11 13 . . PUNCT fbem-18145 12 1 accurate accurate ADJ fbem-18145 12 2 stock stock NOUN fbem-18145 12 3 price price NOUN fbem-18145 12 4 predictions prediction NOUN fbem-18145 12 5 not not PART fbem-18145 12 6 only only ADV fbem-18145 12 7 assist assist VERB fbem-18145 12 8 investors investor NOUN fbem-18145 12 9 with with ADP fbem-18145 12 10 risk risk NOUN fbem-18145 12 11 management management NOUN fbem-18145 12 12 but but CCONJ fbem-18145 12 13 also also ADV fbem-18145 12 14 reflect reflect VERB fbem-18145 12 15 the the DET fbem-18145 12 16 state state NOUN fbem-18145 12 17 of of ADP fbem-18145 12 18 the the DET fbem-18145 12 19 economy economy NOUN fbem-18145 12 20 , , PUNCT fbem-18145 12 21 offering offer VERB fbem-18145 12 22 insights insight NOUN fbem-18145 12 23 into into ADP fbem-18145 12 24 the the DET fbem-18145 12 25 administration administration NOUN fbem-18145 12 26 of of ADP fbem-18145 12 27 the the DET fbem-18145 12 28 stock stock NOUN fbem-18145 12 29 market market NOUN fbem-18145 12 30 . . PUNCT fbem-18145 13 1 2 2 X fbem-18145 13 2 . . X fbem-18145 13 3 literature literature NOUN fbem-18145 13 4 review review VERB fbem-18145 13 5 there there PRON fbem-18145 13 6 is be VERB fbem-18145 13 7 a a DET fbem-18145 13 8 substantial substantial ADJ fbem-18145 13 9 body body NOUN fbem-18145 13 10 of of ADP fbem-18145 13 11 research research NOUN fbem-18145 13 12 on on ADP fbem-18145 13 13 stock stock NOUN fbem-18145 13 14 price price NOUN fbem-18145 13 15 prediction prediction NOUN fbem-18145 13 16 , , PUNCT fbem-18145 13 17 providing provide VERB fbem-18145 13 18 solid solid ADJ fbem-18145 13 19 theoretical theoretical ADJ fbem-18145 13 20 foundations foundation NOUN fbem-18145 13 21 and and CCONJ fbem-18145 13 22 empirical empirical ADJ fbem-18145 13 23 evidence evidence NOUN fbem-18145 13 24 . . PUNCT fbem-18145 14 1 wu wu PROPN fbem-18145 14 2 found find VERB fbem-18145 14 3 that that SCONJ fbem-18145 14 4 the the DET fbem-18145 14 5 traditional traditional ADJ fbem-18145 14 6 log log NOUN fbem-18145 14 7 - - PUNCT fbem-18145 14 8 normal normal ADJ fbem-18145 14 9 models model NOUN fbem-18145 14 10 struggled struggle VERB fbem-18145 14 11 to to PART fbem-18145 14 12 fit fit VERB fbem-18145 14 13 the the DET fbem-18145 14 14 abnormal abnormal ADJ fbem-18145 14 15 fluctuations fluctuation NOUN fbem-18145 14 16 in in ADP fbem-18145 14 17 the the DET fbem-18145 14 18 stock stock NOUN fbem-18145 14 19 prices price NOUN fbem-18145 14 20 of of ADP fbem-18145 14 21 beijing beijing PROPN fbem-18145 14 22 tianqiao tianqiao PROPN fbem-18145 14 23 and and CCONJ fbem-18145 14 24 proposed propose VERB fbem-18145 14 25 a a DET fbem-18145 14 26 source source NOUN fbem-18145 14 27 model model NOUN fbem-18145 14 28 for for ADP fbem-18145 14 29 stock stock NOUN fbem-18145 14 30 price price NOUN fbem-18145 14 31 volatility.[2 volatility.[2 NOUN fbem-18145 14 32 ] ] PUNCT fbem-18145 14 33 yang yang PROPN fbem-18145 14 34 et et PROPN fbem-18145 14 35 al al PROPN fbem-18145 14 36 . . PUNCT fbem-18145 15 1 building build VERB fbem-18145 15 2 on on ADP fbem-18145 15 3 the the DET fbem-18145 15 4 classic classic ADJ fbem-18145 15 5 arch arch NOUN fbem-18145 15 6 model model NOUN fbem-18145 15 7 , , PUNCT fbem-18145 15 8 fitted fit VERB fbem-18145 15 9 the the DET fbem-18145 15 10 intraday intraday ADJ fbem-18145 15 11 high high ADJ fbem-18145 15 12 - - PUNCT fbem-18145 15 13 frequency frequency NOUN fbem-18145 15 14 trading trading NOUN fbem-18145 15 15 data datum NOUN fbem-18145 15 16 of of ADP fbem-18145 15 17 china china PROPN fbem-18145 15 18 national national PROPN fbem-18145 15 19 trade trade PROPN fbem-18145 15 20 stocks stock NOUN fbem-18145 15 21 and and CCONJ fbem-18145 15 22 discovered discover VERB fbem-18145 15 23 that that SCONJ fbem-18145 15 24 the the DET fbem-18145 15 25 confidence confidence NOUN fbem-18145 15 26 intervals interval NOUN fbem-18145 15 27 obtained obtain VERB fbem-18145 15 28 were be AUX fbem-18145 15 29 more more ADV fbem-18145 15 30 accurate accurate ADJ fbem-18145 15 31 than than ADP fbem-18145 15 32 those those PRON fbem-18145 15 33 from from ADP fbem-18145 15 34 traditional traditional ADJ fbem-18145 15 35 econometric econometric ADJ fbem-18145 15 36 models.[3 models.[3 NOUN fbem-18145 15 37 ] ] X fbem-18145 15 38 they they PRON fbem-18145 15 39 suggested suggest VERB fbem-18145 15 40 that that SCONJ fbem-18145 15 41 utilizing utilize VERB fbem-18145 15 42 various various ADJ fbem-18145 15 43 extended extended ADJ fbem-18145 15 44 models model NOUN fbem-18145 15 45 of of ADP fbem-18145 15 46 arch arch NOUN fbem-18145 15 47 could could AUX fbem-18145 15 48 further far ADV fbem-18145 15 49 improve improve VERB fbem-18145 15 50 prediction prediction NOUN fbem-18145 15 51 accuracy accuracy NOUN fbem-18145 15 52 . . PUNCT fbem-18145 16 1 farman farman PROPN fbem-18145 16 2 et et PROPN fbem-18145 16 3 al al PROPN fbem-18145 16 4 . . PROPN fbem-18145 17 1 applied apply VERB fbem-18145 17 2 garch garch NOUN fbem-18145 17 3 ( ( PUNCT fbem-18145 17 4 1,1 1,1 NUM fbem-18145 17 5 ) ) PUNCT fbem-18145 17 6 and and CCONJ fbem-18145 17 7 figarch figarch NOUN fbem-18145 17 8 ( ( PUNCT fbem-18145 17 9 fractionally fractionally ADV fbem-18145 17 10 integrated integrate VERB fbem-18145 17 11 garch garch NOUN fbem-18145 17 12 ) ) PUNCT fbem-18145 17 13 models model NOUN fbem-18145 17 14 to to PART fbem-18145 17 15 analyze analyze VERB fbem-18145 17 16 the the DET fbem-18145 17 17 volatility volatility NOUN fbem-18145 17 18 of of ADP fbem-18145 17 19 the the DET fbem-18145 17 20 indian indian ADJ fbem-18145 17 21 stock stock NOUN fbem-18145 17 22 market market NOUN fbem-18145 17 23 over over ADP fbem-18145 17 24 the the DET fbem-18145 17 25 period period NOUN fbem-18145 17 26 from from ADP fbem-18145 17 27 2008 2008 NUM fbem-18145 17 28 to to ADP fbem-18145 17 29 2021 2021 NUM fbem-18145 17 30 , , PUNCT fbem-18145 17 31 concluding conclude VERB fbem-18145 17 32 the the DET fbem-18145 17 33 volatility volatility NOUN fbem-18145 17 34 models model NOUN fbem-18145 17 35 based base VERB fbem-18145 17 36 on on ADP fbem-18145 17 37 the the DET fbem-18145 17 38 garch garch NOUN fbem-18145 17 39 equation equation NOUN fbem-18145 17 40 were be AUX fbem-18145 17 41 effective effective ADJ fbem-18145 17 42 in in ADP fbem-18145 17 43 yielding yield VERB fbem-18145 17 44 precise precise ADJ fbem-18145 17 45 predictions prediction NOUN fbem-18145 17 46 , , PUNCT fbem-18145 17 47 essential essential ADJ fbem-18145 17 48 for for ADP fbem-18145 17 49 investment investment NOUN fbem-18145 17 50 portfolio portfolio NOUN fbem-18145 17 51 distribution distribution NOUN fbem-18145 17 52 , , PUNCT fbem-18145 17 53 assessment assessment NOUN fbem-18145 17 54 of of ADP fbem-18145 17 55 financial financial ADJ fbem-18145 17 56 performance performance NOUN fbem-18145 17 57 , , PUNCT fbem-18145 17 58 and and CCONJ fbem-18145 17 59 pricing pricing NOUN fbem-18145 17 60 of of ADP fbem-18145 17 61 financial financial ADJ fbem-18145 17 62 options.[4 options.[4 NOUN fbem-18145 17 63 ] ] X fbem-18145 17 64 chimrani chimrani PROPN fbem-18145 18 1 et et PROPN fbem-18145 18 2 al al PROPN fbem-18145 18 3 . . PROPN fbem-18145 18 4 assessed assess VERB fbem-18145 18 5 stock stock NOUN fbem-18145 18 6 price price NOUN fbem-18145 18 7 volatility volatility NOUN fbem-18145 18 8 on on ADP fbem-18145 18 9 the the DET fbem-18145 18 10 pakistan pakistan PROPN fbem-18145 18 11 stock stock PROPN fbem-18145 18 12 exchange exchange PROPN fbem-18145 18 13 from from ADP fbem-18145 18 14 2009 2009 NUM fbem-18145 18 15 to to ADP fbem-18145 18 16 2016 2016 NUM fbem-18145 18 17 using use VERB fbem-18145 18 18 arch arch NOUN fbem-18145 18 19 , , PUNCT fbem-18145 18 20 garch garch NOUN fbem-18145 18 21 , , PUNCT fbem-18145 18 22 and and CCONJ fbem-18145 18 23 egarch egarch NOUN fbem-18145 18 24 models model NOUN fbem-18145 18 25 . . PUNCT fbem-18145 19 1 they they PRON fbem-18145 19 2 found find VERB fbem-18145 19 3 that that SCONJ fbem-18145 19 4 the the DET fbem-18145 19 5 decision decision NOUN fbem-18145 19 6 criteria criterion NOUN fbem-18145 19 7 akaike akaike ADP fbem-18145 19 8 information information NOUN fbem-18145 19 9 criterion criterion NOUN fbem-18145 19 10 ( ( PUNCT fbem-18145 19 11 aic aic PROPN fbem-18145 19 12 ) ) PUNCT fbem-18145 19 13 and and CCONJ fbem-18145 19 14 schwarz schwarz PROPN fbem-18145 19 15 criterion criterion NOUN fbem-18145 19 16 ( ( PUNCT fbem-18145 19 17 sc sc NOUN fbem-18145 19 18 ) ) PUNCT fbem-18145 19 19 were be AUX fbem-18145 19 20 most most ADV fbem-18145 19 21 favorable favorable ADJ fbem-18145 19 22 for for ADP fbem-18145 19 23 garch garch NOUN fbem-18145 19 24 and and CCONJ fbem-18145 19 25 egarch egarch NOUN fbem-18145 19 26 models model NOUN fbem-18145 19 27 , , PUNCT fbem-18145 19 28 making make VERB fbem-18145 19 29 them they PRON fbem-18145 19 30 more more ADV fbem-18145 19 31 suitable suitable ADJ fbem-18145 19 32 for for ADP fbem-18145 19 33 stock stock NOUN fbem-18145 19 34 price price NOUN fbem-18145 19 35 prediction prediction NOUN fbem-18145 19 36 . . PUNCT fbem-18145 20 1 [ [ X fbem-18145 20 2 5]adebayo 5]adebayo NUM fbem-18145 20 3 et et NOUN fbem-18145 20 4 al al PROPN fbem-18145 20 5 . . PROPN fbem-18145 20 6 utilized utilize VERB fbem-18145 20 7 arima arima NOUN fbem-18145 20 8 ( ( PUNCT fbem-18145 20 9 3,1,1 3,1,1 NUM fbem-18145 20 10 ) ) PUNCT fbem-18145 20 11 and and CCONJ fbem-18145 20 12 arima arima PROPN fbem-18145 20 13 ( ( PUNCT fbem-18145 20 14 1,1,4 1,1,4 NUM fbem-18145 20 15 ) ) PUNCT fbem-18145 20 16 models model NOUN fbem-18145 20 17 to to PART fbem-18145 20 18 predict predict VERB fbem-18145 20 19 the the DET fbem-18145 20 20 stock stock NOUN fbem-18145 20 21 markets market NOUN fbem-18145 20 22 of of ADP fbem-18145 20 23 botswana botswana PROPN fbem-18145 20 24 and and CCONJ fbem-18145 20 25 nigeria nigeria PROPN fbem-18145 20 26 , , PUNCT fbem-18145 20 27 respectively respectively ADV fbem-18145 20 28 , , PUNCT fbem-18145 20 29 demonstrating demonstrate VERB fbem-18145 20 30 that that SCONJ fbem-18145 20 31 these these DET fbem-18145 20 32 models model NOUN fbem-18145 20 33 could could AUX fbem-18145 20 34 predict predict VERB fbem-18145 20 35 future future ADJ fbem-18145 20 36 stock stock NOUN fbem-18145 20 37 markets market NOUN fbem-18145 20 38 with with ADP fbem-18145 20 39 reasonable reasonable ADJ fbem-18145 20 40 accuracy accuracy NOUN fbem-18145 20 41 in in ADP fbem-18145 20 42 the the DET fbem-18145 20 43 short short ADJ fbem-18145 20 44 term.[6 term.[6 PRON fbem-18145 20 45 ] ] PUNCT fbem-18145 20 46 xu xu PROPN fbem-18145 20 47 and and CCONJ fbem-18145 20 48 liang liang PROPN fbem-18145 20 49 predicted predict VERB fbem-18145 20 50 the the DET fbem-18145 20 51 stock stock NOUN fbem-18145 20 52 price price NOUN fbem-18145 20 53 of of ADP fbem-18145 20 54 yutong yutong PROPN fbem-18145 20 55 bus bus NOUN fbem-18145 20 56 using use VERB fbem-18145 20 57 the the DET fbem-18145 20 58 arima arima NOUN fbem-18145 20 59 - - PUNCT fbem-18145 20 60 garch garch NOUN fbem-18145 20 61 time time NOUN fbem-18145 20 62 series series PROPN fbem-18145 20 63 model model NOUN fbem-18145 20 64 and and CCONJ fbem-18145 20 65 conducted conduct VERB fbem-18145 20 66 an an DET fbem-18145 20 67 error error NOUN fbem-18145 20 68 analysis analysis NOUN fbem-18145 20 69 , , PUNCT fbem-18145 20 70 finding find VERB fbem-18145 20 71 that that SCONJ fbem-18145 20 72 this this DET fbem-18145 20 73 model model NOUN fbem-18145 20 74 fitted fit VERB fbem-18145 20 75 and and CCONJ fbem-18145 20 76 predicted predict VERB fbem-18145 20 77 the the DET fbem-18145 20 78 closing close VERB fbem-18145 20 79 stock stock NOUN fbem-18145 20 80 price price NOUN fbem-18145 20 81 effectively effectively ADV fbem-18145 20 82 . . PUNCT fbem-18145 21 1 [ [ X fbem-18145 21 2 7]toma 7]toma ADJ fbem-18145 21 3 identified identify VERB fbem-18145 21 4 volatility volatility NOUN fbem-18145 21 5 patterns pattern NOUN fbem-18145 21 6 using use VERB fbem-18145 21 7 the the DET fbem-18145 21 8 garch garch NOUN fbem-18145 21 9 model model NOUN fbem-18145 21 10 and and CCONJ fbem-18145 21 11 predicted predict VERB fbem-18145 21 12 future future ADJ fbem-18145 21 13 stock stock NOUN fbem-18145 21 14 prices price NOUN fbem-18145 21 15 for for ADP fbem-18145 21 16 microsoft microsoft PROPN fbem-18145 21 17 corporation corporation PROPN fbem-18145 21 18 using use VERB fbem-18145 21 19 the the DET fbem-18145 21 20 arima arima PROPN fbem-18145 21 21 model model NOUN fbem-18145 21 22 based base VERB fbem-18145 21 23 on on ADP fbem-18145 21 24 historical historical ADJ fbem-18145 21 25 data datum NOUN fbem-18145 21 26 , , PUNCT fbem-18145 21 27 assessing assess VERB fbem-18145 21 28 the the DET fbem-18145 21 29 effectiveness effectiveness NOUN fbem-18145 21 30 of of ADP fbem-18145 21 31 the the DET fbem-18145 21 32 proposed propose VERB fbem-18145 21 33 method method NOUN fbem-18145 21 34 and and CCONJ fbem-18145 21 35 showing show VERB fbem-18145 21 36 very very ADV fbem-18145 21 37 positive positive ADJ fbem-18145 21 38 results result NOUN fbem-18145 21 39 compared compare VERB fbem-18145 21 40 to to ADP fbem-18145 21 41 similar similar ADJ fbem-18145 21 42 methods.[8]qi methods.[8]qi PROPN fbem-18145 21 43 et et PROPN fbem-18145 21 44 al al PROPN fbem-18145 21 45 . . PROPN fbem-18145 21 46 combined combine VERB fbem-18145 21 47 gated gate VERB fbem-18145 21 48 recurrent recurrent ADJ fbem-18145 21 49 unit unit NOUN fbem-18145 21 50 ( ( PUNCT fbem-18145 21 51 gru gru NOUN fbem-18145 21 52 ) ) PUNCT fbem-18145 21 53 neural neural ADJ fbem-18145 21 54 networks network NOUN fbem-18145 21 55 with with ADP fbem-18145 21 56 complete complete ADJ fbem-18145 21 57 ensemble ensemble ADJ fbem-18145 21 58 empirical empirical ADJ fbem-18145 21 59 mode mode NOUN fbem-18145 21 60 decomposition decomposition NOUN fbem-18145 21 61 with with ADP fbem-18145 21 62 adaptive adaptive ADJ fbem-18145 21 63 noise noise NOUN fbem-18145 21 64 ( ( PUNCT fbem-18145 21 65 ceemdan ceemdan PROPN fbem-18145 21 66 ) ) PUNCT fbem-18145 21 67 to to PART fbem-18145 21 68 predict predict VERB fbem-18145 21 69 the the DET fbem-18145 21 70 s&p s&p PROPN fbem-18145 21 71 500 500 NUM fbem-18145 21 72 and and CCONJ fbem-18145 21 73 csi csi PROPN fbem-18145 21 74 300 300 NUM fbem-18145 21 75 stock stock NOUN fbem-18145 21 76 indices index NOUN fbem-18145 21 77 with with ADP fbem-18145 21 78 higher high ADJ fbem-18145 21 79 accuracy accuracy NOUN fbem-18145 21 80 , , PUNCT fbem-18145 21 81 providing provide VERB fbem-18145 21 82 insights insight NOUN fbem-18145 21 83 for for ADP fbem-18145 21 84 future future ADJ fbem-18145 21 85 implementation implementation NOUN fbem-18145 21 86 of of ADP fbem-18145 21 87 more more ADV fbem-18145 21 88 precise precise ADJ fbem-18145 21 89 stock stock NOUN fbem-18145 21 90 predictions prediction NOUN fbem-18145 21 91 combining combine VERB fbem-18145 21 92 neural neural ADJ fbem-18145 21 93 networks.[9 networks.[9 NOUN fbem-18145 21 94 ] ] X fbem-18145 21 95 conventional conventional ADJ fbem-18145 21 96 econometric econometric ADJ fbem-18145 21 97 methodologies methodology NOUN fbem-18145 21 98 , , PUNCT fbem-18145 21 99 including include VERB fbem-18145 21 100 regression regression NOUN fbem-18145 21 101 analysis analysis NOUN fbem-18145 21 102 and and CCONJ fbem-18145 21 103 time time NOUN fbem-18145 21 104 series series PROPN fbem-18145 21 105 analysis analysis NOUN fbem-18145 21 106 , , PUNCT fbem-18145 21 107 generally generally ADV fbem-18145 21 108 presuppose presuppose VERB fbem-18145 21 109 steady steady ADJ fbem-18145 21 110 variance variance NOUN fbem-18145 21 111 in in ADP fbem-18145 21 112 elucidating elucidate VERB fbem-18145 21 113 the the DET fbem-18145 21 114 volatility volatility NOUN fbem-18145 21 115 of of ADP fbem-18145 21 116 stock stock NOUN fbem-18145 21 117 market market NOUN fbem-18145 21 118 returns return NOUN fbem-18145 21 119 . . PUNCT fbem-18145 22 1 however however ADV fbem-18145 22 2 , , PUNCT fbem-18145 22 3 a a DET fbem-18145 22 4 wealth wealth NOUN fbem-18145 22 5 of of ADP fbem-18145 22 6 empirical empirical ADJ fbem-18145 22 7 research research NOUN fbem-18145 22 8 indicates indicate VERB fbem-18145 22 9 that that SCONJ fbem-18145 22 10 this this DET fbem-18145 22 11 assumption assumption NOUN fbem-18145 22 12 needs need VERB fbem-18145 22 13 to to PART fbem-18145 22 14 be be AUX fbem-18145 22 15 more more ADV fbem-18145 22 16 comprehensive comprehensive ADJ fbem-18145 22 17 and and CCONJ fbem-18145 22 18 objectively objectively ADV fbem-18145 22 19 describe describe VERB fbem-18145 22 20 financial financial ADJ fbem-18145 22 21 data datum NOUN fbem-18145 22 22 . . PUNCT fbem-18145 23 1 moreover moreover ADV fbem-18145 23 2 , , PUNCT fbem-18145 23 3 economic economic ADJ fbem-18145 23 4 time time NOUN fbem-18145 23 5 series series PROPN fbem-18145 23 6 data data PROPN fbem-18145 23 7 exhibit exhibit VERB fbem-18145 23 8 instability instability NOUN fbem-18145 23 9 , , PUNCT fbem-18145 23 10 with with ADP fbem-18145 23 11 significant significant ADJ fbem-18145 23 12 fluctuations fluctuation NOUN fbem-18145 23 13 in in ADP fbem-18145 23 14 some some DET fbem-18145 23 15 periods period NOUN fbem-18145 23 16 and and CCONJ fbem-18145 23 17 minor minor ADJ fbem-18145 23 18 fluctuations fluctuation NOUN fbem-18145 23 19 in in ADP fbem-18145 23 20 others other NOUN fbem-18145 23 21 , , PUNCT fbem-18145 23 22 forming form VERB fbem-18145 23 23 a a DET fbem-18145 23 24 phenomenon phenomenon NOUN fbem-18145 23 25 known know VERB fbem-18145 23 26 as as ADP fbem-18145 23 27 volatility volatility NOUN fbem-18145 23 28 clustering clustering NOUN fbem-18145 23 29 . . PUNCT fbem-18145 24 1 therefore therefore ADV fbem-18145 24 2 , , PUNCT fbem-18145 24 3 it it PRON fbem-18145 24 4 is be AUX fbem-18145 24 5 necessary necessary ADJ fbem-18145 24 6 to to PART fbem-18145 24 7 apply apply VERB fbem-18145 24 8 first first ADV fbem-18145 24 9 or or CCONJ fbem-18145 24 10 higher high ADJ fbem-18145 24 11 - - PUNCT fbem-18145 24 12 order order NOUN fbem-18145 24 13 differencing differencing NOUN fbem-18145 24 14 to to PART fbem-18145 24 15 make make VERB fbem-18145 24 16 non non ADJ fbem-18145 24 17 - - ADJ fbem-18145 24 18 stationary stationary ADJ fbem-18145 24 19 raw raw ADJ fbem-18145 24 20 data datum NOUN fbem-18145 24 21 stationary stationary NOUN fbem-18145 24 22 . . PUNCT fbem-18145 25 1 as as ADP fbem-18145 25 2 a a DET fbem-18145 25 3 representative representative NOUN fbem-18145 25 4 of of ADP fbem-18145 25 5 emerging emerge VERB fbem-18145 25 6 stocks stock NOUN fbem-18145 25 7 , , PUNCT fbem-18145 25 8 jinan jinan PROPN fbem-18145 25 9 hi hi PROPN fbem-18145 25 10 - - PUNCT fbem-18145 25 11 tech tech NOUN fbem-18145 25 12 development development NOUN fbem-18145 25 13 's 's PART fbem-18145 25 14 stock stock NOUN fbem-18145 25 15 has have AUX fbem-18145 25 16 attracted attract VERB fbem-18145 25 17 much much ADJ fbem-18145 25 18 attention attention NOUN fbem-18145 25 19 since since SCONJ fbem-18145 25 20 its its PRON fbem-18145 25 21 21 21 NUM fbem-18145 25 22 listing listing NOUN fbem-18145 25 23 . . PUNCT fbem-18145 26 1 hence hence ADV fbem-18145 26 2 , , PUNCT fbem-18145 26 3 this this DET fbem-18145 26 4 paper paper NOUN fbem-18145 26 5 will will AUX fbem-18145 26 6 use use VERB fbem-18145 26 7 the the DET fbem-18145 26 8 arima arima NOUN fbem-18145 26 9 - - PUNCT fbem-18145 26 10 garch garch NOUN fbem-18145 26 11 model model NOUN fbem-18145 26 12 to to PART fbem-18145 26 13 analyze analyze VERB fbem-18145 26 14 the the DET fbem-18145 26 15 historical historical ADJ fbem-18145 26 16 closing closing NOUN fbem-18145 26 17 prices price NOUN fbem-18145 26 18 of of ADP fbem-18145 26 19 jinan jinan PROPN fbem-18145 26 20 hi hi PROPN fbem-18145 26 21 - - PUNCT fbem-18145 26 22 tech tech NOUN fbem-18145 26 23 stocks stock NOUN fbem-18145 26 24 and and CCONJ fbem-18145 26 25 predict predict VERB fbem-18145 26 26 their their PRON fbem-18145 26 27 future future ADJ fbem-18145 26 28 closing closing NOUN fbem-18145 26 29 prices price NOUN fbem-18145 26 30 . . PUNCT fbem-18145 27 1 3 3 X fbem-18145 27 2 . . X fbem-18145 27 3 theoretical theoretical ADJ fbem-18145 27 4 foundation foundation NOUN fbem-18145 27 5 of of ADP fbem-18145 27 6 the the DET fbem-18145 27 7 arima arima NOUN fbem-18145 27 8 - - PUNCT fbem-18145 27 9 garch garch NOUN fbem-18145 27 10 model model NOUN fbem-18145 27 11 3.1 3.1 NUM fbem-18145 27 12 . . PUNCT fbem-18145 28 1 arima arima PROPN fbem-18145 28 2 model model NOUN fbem-18145 28 3 the the DET fbem-18145 28 4 autoregressive autoregressive ADJ fbem-18145 28 5 integrated integrated ADJ fbem-18145 28 6 moving move VERB fbem-18145 28 7 average average ADJ fbem-18145 28 8 ( ( PUNCT fbem-18145 28 9 arima arima PROPN fbem-18145 28 10 ) ) PUNCT fbem-18145 28 11 model model NOUN fbem-18145 28 12 , , PUNCT fbem-18145 28 13 introduced introduce VERB fbem-18145 28 14 by by ADP fbem-18145 28 15 box box PROPN fbem-18145 28 16 and and CCONJ fbem-18145 28 17 jenkins jenkin NOUN fbem-18145 28 18 in in ADP fbem-18145 28 19 the the DET fbem-18145 28 20 early early ADJ fbem-18145 28 21 1970s 1970 NOUN fbem-18145 28 22 , , PUNCT fbem-18145 28 23 is be AUX fbem-18145 28 24 a a DET fbem-18145 28 25 method method NOUN fbem-18145 28 26 for for ADP fbem-18145 28 27 forecasting forecasting NOUN fbem-18145 28 28 time time NOUN fbem-18145 28 29 series series PROPN fbem-18145 28 30 data data PROPN fbem-18145 28 31 . . PUNCT fbem-18145 29 1 [ [ X fbem-18145 29 2 10]the 10]the DET fbem-18145 29 3 model model NOUN fbem-18145 29 4 is be AUX fbem-18145 29 5 comprised comprise VERB fbem-18145 29 6 of of ADP fbem-18145 29 7 three three NUM fbem-18145 29 8 components component NOUN fbem-18145 29 9 : : PUNCT fbem-18145 29 10 the the DET fbem-18145 29 11 autoregressive autoregressive ADJ fbem-18145 29 12 ( ( PUNCT fbem-18145 29 13 ar ar NOUN fbem-18145 29 14 ) ) PUNCT fbem-18145 29 15 model model NOUN fbem-18145 29 16 , , PUNCT fbem-18145 29 17 the the DET fbem-18145 29 18 differencing difference VERB fbem-18145 29 19 process process NOUN fbem-18145 29 20 ( ( PUNCT fbem-18145 29 21 i i NOUN fbem-18145 29 22 ) ) PUNCT fbem-18145 29 23 , , PUNCT fbem-18145 29 24 and and CCONJ fbem-18145 29 25 the the DET fbem-18145 29 26 moving move VERB fbem-18145 29 27 average average ADJ fbem-18145 29 28 ( ( PUNCT fbem-18145 29 29 ma ma PROPN fbem-18145 29 30 ) ) PUNCT fbem-18145 29 31 model model NOUN fbem-18145 29 32 . . PUNCT fbem-18145 30 1 the the DET fbem-18145 30 2 arima arima PROPN fbem-18145 30 3 model model NOUN fbem-18145 30 4 is be AUX fbem-18145 30 5 constructed construct VERB fbem-18145 30 6 through through ADP fbem-18145 30 7 a a DET fbem-18145 30 8 process process NOUN fbem-18145 30 9 where where SCONJ fbem-18145 30 10 a a DET fbem-18145 30 11 non non ADJ fbem-18145 30 12 - - ADJ fbem-18145 30 13 stationary stationary ADJ fbem-18145 30 14 time time NOUN fbem-18145 30 15 series series NOUN fbem-18145 30 16 is be AUX fbem-18145 30 17 converted convert VERB fbem-18145 30 18 into into ADP fbem-18145 30 19 a a DET fbem-18145 30 20 stationary stationary ADJ fbem-18145 30 21 form form NOUN fbem-18145 30 22 . . PUNCT fbem-18145 31 1 following follow VERB fbem-18145 31 2 this this DET fbem-18145 31 3 transformation transformation NOUN fbem-18145 31 4 , , PUNCT fbem-18145 31 5 the the DET fbem-18145 31 6 model model NOUN fbem-18145 31 7 predicts predict VERB fbem-18145 31 8 the the DET fbem-18145 31 9 dependent dependent ADJ fbem-18145 31 10 variable variable NOUN fbem-18145 31 11 using use VERB fbem-18145 31 12 only only ADV fbem-18145 31 13 its its PRON fbem-18145 31 14 previous previous ADJ fbem-18145 31 15 values value NOUN fbem-18145 31 16 and and CCONJ fbem-18145 31 17 the the DET fbem-18145 31 18 present present ADJ fbem-18145 31 19 and and CCONJ fbem-18145 31 20 past past ADJ fbem-18145 31 21 values value NOUN fbem-18145 31 22 of of ADP fbem-18145 31 23 the the DET fbem-18145 31 24 random random ADJ fbem-18145 31 25 error error NOUN fbem-18145 31 26 term term NOUN fbem-18145 31 27 . . PUNCT fbem-18145 32 1 π‘Œ π‘Œ PROPN fbem-18145 32 2 𝑐 𝑐 PROPN fbem-18145 32 3 πœ‘ πœ‘ NOUN fbem-18145 32 4 π‘Œ π‘Œ PROPN fbem-18145 32 5 πœ‘ πœ‘ PROPN fbem-18145 32 6 π‘Œ π‘Œ PROPN fbem-18145 32 7 β‹― β‹― ADP fbem-18145 32 8 πœ‘ πœ‘ PRON fbem-18145 32 9 π‘Œ π‘Œ PROPN fbem-18145 32 10 πœƒ πœƒ X fbem-18145 32 11 𝛿 𝛿 PROPN fbem-18145 32 12 πœƒ πœƒ NOUN fbem-18145 32 13 𝛿 𝛿 PRON fbem-18145 32 14 β‹― β‹― PROPN fbem-18145 32 15 πœƒ πœƒ NOUN fbem-18145 32 16 𝛿 𝛿 PRON fbem-18145 32 17 πœ€ πœ€ X fbem-18145 32 18 ( ( PUNCT fbem-18145 32 19 1 1 NUM fbem-18145 32 20 ) ) PUNCT fbem-18145 32 21 in in ADP fbem-18145 32 22 the the DET fbem-18145 32 23 time time NOUN fbem-18145 32 24 series series PROPN fbem-18145 32 25 data datum NOUN fbem-18145 32 26 this this DET fbem-18145 32 27 article article NOUN fbem-18145 32 28 is be AUX fbem-18145 32 29 considering consider VERB fbem-18145 32 30 , , PUNCT fbem-18145 32 31 denoted denote VERB fbem-18145 32 32 by by ADP fbem-18145 32 33 π‘Œ π‘Œ PROPN fbem-18145 32 34 , , PUNCT fbem-18145 32 35 the the DET fbem-18145 32 36 parameters parameter NOUN fbem-18145 32 37 from from ADP fbem-18145 32 38 to to PART fbem-18145 32 39 belong belong VERB fbem-18145 32 40 to to ADP fbem-18145 32 41 the the DET fbem-18145 32 42 ar ar PROPN fbem-18145 32 43 model model NOUN fbem-18145 32 44 . . PUNCT fbem-18145 33 1 these these DET fbem-18145 33 2 parameters parameter NOUN fbem-18145 33 3 delineate delineate VERB fbem-18145 33 4 the the DET fbem-18145 33 5 connection connection NOUN fbem-18145 33 6 between between ADP fbem-18145 33 7 the the DET fbem-18145 33 8 present present ADJ fbem-18145 33 9 value value NOUN fbem-18145 33 10 and and CCONJ fbem-18145 33 11 the the DET fbem-18145 33 12 values value NOUN fbem-18145 33 13 from from ADP fbem-18145 33 14 the the DET fbem-18145 33 15 preceding precede VERB fbem-18145 33 16 p p ADJ fbem-18145 33 17 time time NOUN fbem-18145 33 18 points point NOUN fbem-18145 33 19 . . PUNCT fbem-18145 34 1 the the DET fbem-18145 34 2 parameters parameter NOUN fbem-18145 34 3 from from ADP fbem-18145 34 4 to to ADP fbem-18145 34 5 πœƒ πœƒ NOUN fbem-18145 34 6 are be AUX fbem-18145 34 7 part part NOUN fbem-18145 34 8 of of ADP fbem-18145 34 9 the the DET fbem-18145 34 10 ma ma PROPN fbem-18145 34 11 model model NOUN fbem-18145 34 12 , , PUNCT fbem-18145 34 13 and and CCONJ fbem-18145 34 14 they they PRON fbem-18145 34 15 depict depict VERB fbem-18145 34 16 the the DET fbem-18145 34 17 association association NOUN fbem-18145 34 18 between between ADP fbem-18145 34 19 the the DET fbem-18145 34 20 current current ADJ fbem-18145 34 21 value value NOUN fbem-18145 34 22 and and CCONJ fbem-18145 34 23 the the DET fbem-18145 34 24 errors error NOUN fbem-18145 34 25 from from ADP fbem-18145 34 26 the the DET fbem-18145 34 27 prior prior ADJ fbem-18145 34 28 q q ADJ fbem-18145 34 29 time time NOUN fbem-18145 34 30 points point NOUN fbem-18145 34 31 . . PUNCT fbem-18145 35 1 πœ€ πœ€ PROPN fbem-18145 35 2 represents represent VERB fbem-18145 35 3 the the DET fbem-18145 35 4 error error NOUN fbem-18145 35 5 term term NOUN fbem-18145 35 6 , , PUNCT fbem-18145 35 7 and and CCONJ fbem-18145 35 8 c c NOUN fbem-18145 35 9 is be AUX fbem-18145 35 10 a a DET fbem-18145 35 11 constant constant ADJ fbem-18145 35 12 . . PUNCT fbem-18145 36 1 this this DET fbem-18145 36 2 equation equation NOUN fbem-18145 36 3 is be AUX fbem-18145 36 4 based base VERB fbem-18145 36 5 on on ADP fbem-18145 36 6 the the DET fbem-18145 36 7 premise premise NOUN fbem-18145 36 8 that that SCONJ fbem-18145 36 9 the the DET fbem-18145 36 10 time time NOUN fbem-18145 36 11 series series NOUN fbem-18145 36 12 in in ADP fbem-18145 36 13 question question NOUN fbem-18145 36 14 is be AUX fbem-18145 36 15 stationary stationary ADJ fbem-18145 36 16 , , PUNCT fbem-18145 36 17 thereby thereby ADV fbem-18145 36 18 enabling enable VERB fbem-18145 36 19 the the DET fbem-18145 36 20 direct direct ADJ fbem-18145 36 21 application application NOUN fbem-18145 36 22 of of ADP fbem-18145 36 23 the the DET fbem-18145 36 24 ar ar PROPN fbem-18145 36 25 and and CCONJ fbem-18145 36 26 ma ma PROPN fbem-18145 36 27 models model NOUN fbem-18145 36 28 . . PUNCT fbem-18145 37 1 if if SCONJ fbem-18145 37 2 the the DET fbem-18145 37 3 time time NOUN fbem-18145 37 4 series series PROPN fbem-18145 37 5 is be AUX fbem-18145 37 6 non non ADJ fbem-18145 37 7 - - ADJ fbem-18145 37 8 stationary stationary ADJ fbem-18145 37 9 , , PUNCT fbem-18145 37 10 this this DET fbem-18145 37 11 article article NOUN fbem-18145 37 12 must must AUX fbem-18145 37 13 consider consider VERB fbem-18145 37 14 the the DET fbem-18145 37 15 ' ' PUNCT fbem-18145 37 16 i i PRON fbem-18145 37 17 ' ' PUNCT fbem-18145 37 18 component component NOUN fbem-18145 37 19 of of ADP fbem-18145 37 20 the the DET fbem-18145 37 21 arima arima PROPN fbem-18145 37 22 model model NOUN fbem-18145 37 23 , , PUNCT fbem-18145 37 24 which which PRON fbem-18145 37 25 involves involve VERB fbem-18145 37 26 differencing difference VERB fbem-18145 37 27 the the DET fbem-18145 37 28 data datum NOUN fbem-18145 37 29 . . PUNCT fbem-18145 38 1 3.2 3.2 NUM fbem-18145 38 2 . . PUNCT fbem-18145 39 1 garch garch NOUN fbem-18145 39 2 model model NOUN fbem-18145 39 3 the the DET fbem-18145 39 4 generalized generalized ADJ fbem-18145 39 5 autoregressive autoregressive ADJ fbem-18145 39 6 conditional conditional ADJ fbem-18145 39 7 heteroskedasticity heteroskedasticity NOUN fbem-18145 39 8 ( ( PUNCT fbem-18145 39 9 garch garch NOUN fbem-18145 39 10 ) ) PUNCT fbem-18145 39 11 model model NOUN fbem-18145 39 12 , , PUNCT fbem-18145 39 13 an an DET fbem-18145 39 14 advancement advancement NOUN fbem-18145 39 15 of of ADP fbem-18145 39 16 the the DET fbem-18145 39 17 arch arch ADJ fbem-18145 39 18 model model NOUN fbem-18145 39 19 , , PUNCT fbem-18145 39 20 was be AUX fbem-18145 39 21 formulated formulate VERB fbem-18145 39 22 by by ADP fbem-18145 39 23 bollerslev bollerslev NOUN fbem-18145 39 24 in in ADP fbem-18145 39 25 1986 1986 NUM fbem-18145 39 26 . . PUNCT fbem-18145 40 1 [ [ X fbem-18145 40 2 11 11 NUM fbem-18145 40 3 ] ] PUNCT fbem-18145 40 4 the the DET fbem-18145 40 5 garch garch NOUN fbem-18145 40 6 model model NOUN fbem-18145 40 7 is be AUX fbem-18145 40 8 formed form VERB fbem-18145 40 9 by by ADP fbem-18145 40 10 adding add VERB fbem-18145 40 11 a a DET fbem-18145 40 12 pth pth NOUN fbem-18145 40 13 - - PUNCT fbem-18145 40 14 order order NOUN fbem-18145 40 15 autoregressive autoregressive ADJ fbem-18145 40 16 term term NOUN fbem-18145 40 17 to to ADP fbem-18145 40 18 the the DET fbem-18145 40 19 variance variance NOUN fbem-18145 40 20 function function NOUN fbem-18145 40 21 , , PUNCT fbem-18145 40 22 building build VERB fbem-18145 40 23 upon upon SCONJ fbem-18145 40 24 the the DET fbem-18145 40 25 foundation foundation NOUN fbem-18145 40 26 of of ADP fbem-18145 40 27 the the DET fbem-18145 40 28 arch arch ADJ fbem-18145 40 29 model model NOUN fbem-18145 40 30 . . PUNCT fbem-18145 41 1 it it PRON fbem-18145 41 2 can can AUX fbem-18145 41 3 effectively effectively ADV fbem-18145 41 4 fit fit VERB fbem-18145 41 5 heteroskedasticity heteroskedasticity NOUN fbem-18145 41 6 functions function NOUN fbem-18145 41 7 that that PRON fbem-18145 41 8 exhibit exhibit VERB fbem-18145 41 9 long long ADJ fbem-18145 41 10 memory memory NOUN fbem-18145 41 11 characteristics characteristic NOUN fbem-18145 41 12 . . PUNCT fbem-18145 42 1 𝜎 𝜎 PROPN fbem-18145 42 2 πœ” πœ” X fbem-18145 42 3 𝛼 𝛼 NOUN fbem-18145 42 4 𝛿 𝛿 ADJ fbem-18145 42 5 𝛼 𝛼 PRON fbem-18145 42 6 𝛿 𝛿 PRON fbem-18145 42 7 β‹― β‹― PROPN fbem-18145 42 8 𝛼 𝛼 PROPN fbem-18145 42 9 𝛿 𝛿 PROPN fbem-18145 42 10 𝛽 𝛽 PROPN fbem-18145 42 11 𝜎 𝜎 PROPN fbem-18145 42 12 𝛽 𝛽 X fbem-18145 42 13 𝜎 𝜎 PROPN fbem-18145 42 14 β‹― β‹― PROPN fbem-18145 42 15 𝛽 𝛽 PROPN fbem-18145 42 16 𝜎 𝜎 PROPN fbem-18145 42 17 ( ( PUNCT fbem-18145 42 18 2 2 NUM fbem-18145 42 19 ) ) PUNCT fbem-18145 42 20 the the DET fbem-18145 42 21 garch garch NOUN fbem-18145 42 22 model model NOUN fbem-18145 42 23 is be AUX fbem-18145 42 24 able able ADJ fbem-18145 42 25 to to PART fbem-18145 42 26 accurately accurately ADV fbem-18145 42 27 simulate simulate VERB fbem-18145 42 28 the the DET fbem-18145 42 29 changes change NOUN fbem-18145 42 30 in in ADP fbem-18145 42 31 the the DET fbem-18145 42 32 volatility volatility NOUN fbem-18145 42 33 of of ADP fbem-18145 42 34 time time NOUN fbem-18145 42 35 series series PROPN fbem-18145 42 36 variables variable NOUN fbem-18145 42 37 , , PUNCT fbem-18145 42 38 enabling enable VERB fbem-18145 42 39 a a DET fbem-18145 42 40 more more ADV fbem-18145 42 41 precise precise ADJ fbem-18145 42 42 grasp grasp NOUN fbem-18145 42 43 of of ADP fbem-18145 42 44 risk risk NOUN fbem-18145 42 45 ( ( PUNCT fbem-18145 42 46 volatility volatility NOUN fbem-18145 42 47 ) ) PUNCT fbem-18145 42 48 , , PUNCT fbem-18145 42 49 especially especially ADV fbem-18145 42 50 when when SCONJ fbem-18145 42 51 applied apply VERB fbem-18145 42 52 in in ADP fbem-18145 42 53 the the DET fbem-18145 42 54 theory theory NOUN fbem-18145 42 55 of of ADP fbem-18145 42 56 value value NOUN fbem-18145 42 57 at at ADP fbem-18145 42 58 risk risk NOUN fbem-18145 42 59 . . PUNCT fbem-18145 43 1 the the DET fbem-18145 43 2 knowledge knowledge NOUN fbem-18145 43 3 derived derive VERB fbem-18145 43 4 from from ADP fbem-18145 43 5 these these DET fbem-18145 43 6 models model NOUN fbem-18145 43 7 is be AUX fbem-18145 43 8 instrumental instrumental ADJ fbem-18145 43 9 in in ADP fbem-18145 43 10 setting set VERB fbem-18145 43 11 prices price NOUN fbem-18145 43 12 and and CCONJ fbem-18145 43 13 assessing assess VERB fbem-18145 43 14 which which PRON fbem-18145 43 15 assets asset NOUN fbem-18145 43 16 might might AUX fbem-18145 43 17 yield yield VERB fbem-18145 43 18 greater great ADJ fbem-18145 43 19 returns return NOUN fbem-18145 43 20 . . PUNCT fbem-18145 44 1 furthermore furthermore ADV fbem-18145 44 2 , , PUNCT fbem-18145 44 3 they they PRON fbem-18145 44 4 contribute contribute VERB fbem-18145 44 5 to to ADP fbem-18145 44 6 forecasting forecast VERB fbem-18145 44 7 the the DET fbem-18145 44 8 returns return NOUN fbem-18145 44 9 on on ADP fbem-18145 44 10 existing exist VERB fbem-18145 44 11 investments investment NOUN fbem-18145 44 12 , , PUNCT fbem-18145 44 13 thus thus ADV fbem-18145 44 14 facilitating facilitate VERB fbem-18145 44 15 decisions decision NOUN fbem-18145 44 16 related relate VERB fbem-18145 44 17 to to ADP fbem-18145 44 18 asset asset NOUN fbem-18145 44 19 allocation allocation NOUN fbem-18145 44 20 , , PUNCT fbem-18145 44 21 hedging hedging NOUN fbem-18145 44 22 strategies strategy NOUN fbem-18145 44 23 , , PUNCT fbem-18145 44 24 risk risk NOUN fbem-18145 44 25 management management NOUN fbem-18145 44 26 , , PUNCT fbem-18145 44 27 and and CCONJ fbem-18145 44 28 portfolio portfolio NOUN fbem-18145 44 29 optimization optimization NOUN fbem-18145 44 30 . . PUNCT fbem-18145 45 1 3.3 3.3 NUM fbem-18145 45 2 . . PUNCT fbem-18145 46 1 arima arima NOUN fbem-18145 46 2 - - PUNCT fbem-18145 46 3 garch garch NOUN fbem-18145 46 4 model model NOUN fbem-18145 46 5 combining combine VERB fbem-18145 46 6 the the DET fbem-18145 46 7 arima(p arima(p NOUN fbem-18145 46 8 , , PUNCT fbem-18145 46 9 d d NOUN fbem-18145 46 10 , , PUNCT fbem-18145 46 11 q q NOUN fbem-18145 46 12 ) ) PUNCT fbem-18145 46 13 model model NOUN fbem-18145 46 14 with with ADP fbem-18145 46 15 the the DET fbem-18145 46 16 garch(s garch(s NOUN fbem-18145 46 17 , , PUNCT fbem-18145 46 18 r r NOUN fbem-18145 46 19 ) ) PUNCT fbem-18145 46 20 model model NOUN fbem-18145 46 21 , , PUNCT fbem-18145 46 22 π‘Œ π‘Œ PROPN fbem-18145 46 23 follows follow VERB fbem-18145 46 24 : : PUNCT fbem-18145 46 25 π‘Œ π‘Œ PROPN fbem-18145 46 26 𝑐 𝑐 PROPN fbem-18145 46 27 βˆ‘ βˆ‘ PUNCT fbem-18145 46 28 πœ™ πœ™ PROPN fbem-18145 46 29 π‘Œ π‘Œ PROPN fbem-18145 46 30 β‹― β‹― PROPN fbem-18145 46 31 βˆ‘ βˆ‘ PROPN fbem-18145 46 32 𝛽 𝛽 PROPN fbem-18145 46 33 𝛿 𝛿 PROPN fbem-18145 46 34 ( ( PUNCT fbem-18145 46 35 3 3 NUM fbem-18145 46 36 ) ) PUNCT fbem-18145 46 37 𝜎 𝜎 NOUN fbem-18145 46 38 πœ” πœ” X fbem-18145 46 39 βˆ‘ βˆ‘ PROPN fbem-18145 46 40 𝛼 𝛼 PROPN fbem-18145 46 41 𝛿 𝛿 PROPN fbem-18145 46 42 βˆ‘ βˆ‘ PROPN fbem-18145 46 43 𝛽 𝛽 PROPN fbem-18145 46 44 𝜎 𝜎 PROPN fbem-18145 46 45 ( ( PUNCT fbem-18145 46 46 4 4 NUM fbem-18145 46 47 ) ) PUNCT fbem-18145 46 48 𝛿 𝛿 PRON fbem-18145 46 49 𝜎 𝜎 ADJ fbem-18145 46 50 πœ€ πœ€ NOUN fbem-18145 46 51 , , PUNCT fbem-18145 46 52 πœ€ πœ€ X fbem-18145 46 53 ~𝑁 ~𝑁 SYM fbem-18145 46 54 0,1 0,1 NUM fbem-18145 46 55 ( ( PUNCT fbem-18145 46 56 5 5 NUM fbem-18145 46 57 ) ) PUNCT fbem-18145 46 58 4 4 NUM fbem-18145 46 59 . . PUNCT fbem-18145 46 60 constructing construct VERB fbem-18145 46 61 the the DET fbem-18145 46 62 stock stock NOUN fbem-18145 46 63 price price NOUN fbem-18145 46 64 forecast forecast NOUN fbem-18145 46 65 model model NOUN fbem-18145 46 66 to to PART fbem-18145 46 67 forecast forecast VERB fbem-18145 46 68 stock stock NOUN fbem-18145 46 69 prices price NOUN fbem-18145 46 70 using use VERB fbem-18145 46 71 the the DET fbem-18145 46 72 arima arima NOUN fbem-18145 46 73 - - PUNCT fbem-18145 46 74 garch garch NOUN fbem-18145 46 75 model model NOUN fbem-18145 46 76 , , PUNCT fbem-18145 46 77 the the DET fbem-18145 46 78 following follow VERB fbem-18145 46 79 steps step NOUN fbem-18145 46 80 are be AUX fbem-18145 46 81 typically typically ADV fbem-18145 46 82 involved involve VERB fbem-18145 46 83 : : PUNCT fbem-18145 46 84 ( ( PUNCT fbem-18145 46 85 1 1 X fbem-18145 46 86 ) ) PUNCT fbem-18145 46 87 conduct conduct VERB fbem-18145 46 88 a a DET fbem-18145 46 89 correlation correlation NOUN fbem-18145 46 90 test test NOUN fbem-18145 46 91 on on ADP fbem-18145 46 92 the the DET fbem-18145 46 93 time time NOUN fbem-18145 46 94 series series PROPN fbem-18145 46 95 data datum NOUN fbem-18145 46 96 to to PART fbem-18145 46 97 check check VERB fbem-18145 46 98 for for ADP fbem-18145 46 99 autocorrelation autocorrelation NOUN fbem-18145 46 100 between between ADP fbem-18145 46 101 the the DET fbem-18145 46 102 data data NOUN fbem-18145 46 103 points point NOUN fbem-18145 46 104 . . PUNCT fbem-18145 47 1 ( ( PUNCT fbem-18145 47 2 2 2 X fbem-18145 47 3 ) ) PUNCT fbem-18145 47 4 difference difference NOUN fbem-18145 47 5 the the DET fbem-18145 47 6 non non ADJ fbem-18145 47 7 - - ADJ fbem-18145 47 8 stationary stationary ADJ fbem-18145 47 9 series series NOUN fbem-18145 47 10 to to PART fbem-18145 47 11 stabilize stabilize VERB fbem-18145 47 12 it it PRON fbem-18145 47 13 and and CCONJ fbem-18145 47 14 then then ADV fbem-18145 47 15 perform perform VERB fbem-18145 47 16 robustness robustness NOUN fbem-18145 47 17 checks check NOUN fbem-18145 47 18 . . PUNCT fbem-18145 48 1 ( ( PUNCT fbem-18145 48 2 3 3 X fbem-18145 48 3 ) ) PUNCT fbem-18145 48 4 split split VERB fbem-18145 48 5 the the DET fbem-18145 48 6 data datum NOUN fbem-18145 48 7 into into ADP fbem-18145 48 8 training training NOUN fbem-18145 48 9 and and CCONJ fbem-18145 48 10 test test NOUN fbem-18145 48 11 samples sample NOUN fbem-18145 48 12 , , PUNCT fbem-18145 48 13 determine determine VERB fbem-18145 48 14 the the DET fbem-18145 48 15 order order NOUN fbem-18145 48 16 of of ADP fbem-18145 48 17 the the DET fbem-18145 48 18 arima arima PROPN fbem-18145 48 19 model model NOUN fbem-18145 48 20 , , PUNCT fbem-18145 48 21 and and CCONJ fbem-18145 48 22 identify identify VERB fbem-18145 48 23 its its PRON fbem-18145 48 24 parameters parameter NOUN fbem-18145 48 25 . . PUNCT fbem-18145 49 1 ( ( PUNCT fbem-18145 49 2 4 4 X fbem-18145 49 3 ) ) PUNCT fbem-18145 49 4 test test NOUN fbem-18145 49 5 the the DET fbem-18145 49 6 residuals residual NOUN fbem-18145 49 7 for for ADP fbem-18145 49 8 independence independence NOUN fbem-18145 49 9 and and CCONJ fbem-18145 49 10 normality normality NOUN fbem-18145 49 11 , , PUNCT fbem-18145 49 12 and and CCONJ fbem-18145 49 13 check check VERB fbem-18145 49 14 for for ADP fbem-18145 49 15 arch arch ADJ fbem-18145 49 16 effects effect NOUN fbem-18145 49 17 . . PUNCT fbem-18145 50 1 ( ( PUNCT fbem-18145 50 2 5 5 X fbem-18145 50 3 ) ) PUNCT fbem-18145 50 4 identify identify VERB fbem-18145 50 5 the the DET fbem-18145 50 6 parameters parameter NOUN fbem-18145 50 7 of of ADP fbem-18145 50 8 the the DET fbem-18145 50 9 garch garch NOUN fbem-18145 50 10 model model NOUN fbem-18145 50 11 using use VERB fbem-18145 50 12 the the DET fbem-18145 50 13 residuals residual NOUN fbem-18145 50 14 from from ADP fbem-18145 50 15 the the DET fbem-18145 50 16 arima arima PROPN fbem-18145 50 17 model model NOUN fbem-18145 50 18 . . PUNCT fbem-18145 51 1 ( ( PUNCT fbem-18145 51 2 6 6 X fbem-18145 51 3 ) ) PUNCT fbem-18145 51 4 carry carry VERB fbem-18145 51 5 out out ADP fbem-18145 51 6 diagnostic diagnostic ADJ fbem-18145 51 7 evaluations evaluation NOUN fbem-18145 51 8 on on ADP fbem-18145 51 9 the the DET fbem-18145 51 10 residuals residual NOUN fbem-18145 51 11 of of ADP fbem-18145 51 12 the the DET fbem-18145 51 13 developed develop VERB fbem-18145 51 14 arima arima NOUN fbem-18145 51 15 - - PUNCT fbem-18145 51 16 garch garch NOUN fbem-18145 51 17 model model NOUN fbem-18145 51 18 to to PART fbem-18145 51 19 ensure ensure VERB fbem-18145 51 20 they they PRON fbem-18145 51 21 conform conform VERB fbem-18145 51 22 to to ADP fbem-18145 51 23 a a DET fbem-18145 51 24 white white ADJ fbem-18145 51 25 noise noise NOUN fbem-18145 51 26 process process NOUN fbem-18145 51 27 . . PUNCT fbem-18145 52 1 ( ( PUNCT fbem-18145 52 2 7 7 X fbem-18145 52 3 ) ) PUNCT fbem-18145 52 4 use use VERB fbem-18145 52 5 the the DET fbem-18145 52 6 constructed construct VERB fbem-18145 52 7 arima arima NOUN fbem-18145 52 8 - - PUNCT fbem-18145 52 9 garch garch NOUN fbem-18145 52 10 model model NOUN fbem-18145 52 11 to to PART fbem-18145 52 12 forecast forecast VERB fbem-18145 52 13 the the DET fbem-18145 52 14 stock stock NOUN fbem-18145 52 15 prices price NOUN fbem-18145 52 16 of of ADP fbem-18145 52 17 jinan jinan PROPN fbem-18145 52 18 hi hi PROPN fbem-18145 52 19 - - PUNCT fbem-18145 52 20 tech tech NOUN fbem-18145 52 21 development development NOUN fbem-18145 52 22 . . PUNCT fbem-18145 53 1 ( ( PUNCT fbem-18145 53 2 8) 8) NUM fbem-18145 53 3 evaluate evaluate VERB fbem-18145 53 4 the the DET fbem-18145 53 5 model model NOUN fbem-18145 53 6 's 's PART fbem-18145 53 7 performance performance NOUN fbem-18145 53 8 . . PUNCT fbem-18145 54 1 5 5 X fbem-18145 54 2 . . X fbem-18145 54 3 empirical empirical ADJ fbem-18145 54 4 study study NOUN fbem-18145 54 5 5.1 5.1 NUM fbem-18145 54 6 . . PUNCT fbem-18145 55 1 data datum NOUN fbem-18145 55 2 source source NOUN fbem-18145 55 3 this this DET fbem-18145 55 4 paper paper NOUN fbem-18145 55 5 establishes establish VERB fbem-18145 55 6 a a DET fbem-18145 55 7 stock stock NOUN fbem-18145 55 8 price price NOUN fbem-18145 55 9 forecasting forecasting NOUN fbem-18145 55 10 model model NOUN fbem-18145 55 11 for for ADP fbem-18145 55 12 the the DET fbem-18145 55 13 closing closing NOUN fbem-18145 55 14 price price NOUN fbem-18145 55 15 data datum NOUN fbem-18145 55 16 of of ADP fbem-18145 55 17 jinan jinan PROPN fbem-18145 55 18 high high ADJ fbem-18145 55 19 - - PUNCT fbem-18145 55 20 tech tech NOUN fbem-18145 55 21 development development NOUN fbem-18145 55 22 ( ( PUNCT fbem-18145 55 23 600807 600807 NUM fbem-18145 55 24 ) ) PUNCT fbem-18145 55 25 from from ADP fbem-18145 55 26 january january PROPN fbem-18145 55 27 4 4 NUM fbem-18145 55 28 , , PUNCT fbem-18145 55 29 2021 2021 NUM fbem-18145 55 30 , , PUNCT fbem-18145 55 31 to to ADP fbem-18145 55 32 july july PROPN fbem-18145 55 33 12 12 NUM fbem-18145 55 34 , , PUNCT fbem-18145 55 35 2023 2023 NUM fbem-18145 55 36 , , PUNCT fbem-18145 55 37 and and CCONJ fbem-18145 55 38 selects select VERB fbem-18145 55 39 the the DET fbem-18145 55 40 closing closing NOUN fbem-18145 55 41 prices price NOUN fbem-18145 55 42 from from ADP fbem-18145 55 43 july july PROPN fbem-18145 55 44 13 13 NUM fbem-18145 55 45 , , PUNCT fbem-18145 55 46 2023 2023 NUM fbem-18145 55 47 , , PUNCT fbem-18145 55 48 to to ADP fbem-18145 55 49 july july PROPN fbem-18145 55 50 27 27 NUM fbem-18145 55 51 , , PUNCT fbem-18145 55 52 2023 2023 NUM fbem-18145 55 53 , , PUNCT fbem-18145 55 54 as as SCONJ fbem-18145 55 55 the the DET fbem-18145 55 56 test test NOUN fbem-18145 55 57 data datum NOUN fbem-18145 55 58 to to PART fbem-18145 55 59 forecast forecast VERB fbem-18145 55 60 their their PRON fbem-18145 55 61 closing closing NOUN fbem-18145 55 62 prices price NOUN fbem-18145 55 63 . . PUNCT fbem-18145 56 1 5.2 5.2 NUM fbem-18145 56 2 . . PUNCT fbem-18145 57 1 data datum NOUN fbem-18145 57 2 processing process VERB fbem-18145 57 3 5.2.1 5.2.1 NOUN fbem-18145 57 4 . . PUNCT fbem-18145 57 5 stationarity stationarity NOUN fbem-18145 57 6 test test NOUN fbem-18145 57 7 the the DET fbem-18145 57 8 adf adf PROPN fbem-18145 57 9 ( ( PUNCT fbem-18145 57 10 augmented augment VERB fbem-18145 57 11 dickey dickey NOUN fbem-18145 57 12 - - PUNCT fbem-18145 57 13 fuller fuller NOUN fbem-18145 57 14 ) ) PUNCT fbem-18145 57 15 test test NOUN fbem-18145 57 16 for for ADP fbem-18145 57 17 stationarity stationarity NOUN fbem-18145 57 18 is be AUX fbem-18145 57 19 conducted conduct VERB fbem-18145 57 20 on on ADP fbem-18145 57 21 the the DET fbem-18145 57 22 time time NOUN fbem-18145 57 23 series series PROPN fbem-18145 57 24 data.[12 data.[12 PROPN fbem-18145 57 25 ] ] PUNCT fbem-18145 57 26 if if SCONJ fbem-18145 57 27 the the DET fbem-18145 57 28 series series NOUN fbem-18145 57 29 is be AUX fbem-18145 57 30 found find VERB fbem-18145 57 31 to to PART fbem-18145 57 32 be be AUX fbem-18145 57 33 non non ADJ fbem-18145 57 34 - - ADJ fbem-18145 57 35 stationary stationary ADJ fbem-18145 57 36 , , PUNCT fbem-18145 57 37 a a DET fbem-18145 57 38 differencing differencing NOUN fbem-18145 57 39 method method NOUN fbem-18145 57 40 is be AUX fbem-18145 57 41 used use VERB fbem-18145 57 42 to to PART fbem-18145 57 43 eliminate eliminate VERB fbem-18145 57 44 unit unit NOUN fbem-18145 57 45 roots root NOUN fbem-18145 57 46 to to PART fbem-18145 57 47 achieve achieve VERB fbem-18145 57 48 stationarity stationarity NOUN fbem-18145 57 49 . . PUNCT fbem-18145 58 1 from from ADP fbem-18145 58 2 the the DET fbem-18145 58 3 adf adf PROPN fbem-18145 58 4 stationarity stationarity NOUN fbem-18145 58 5 test test NOUN fbem-18145 58 6 depicted depict VERB fbem-18145 58 7 in in ADP fbem-18145 58 8 figure figure NOUN fbem-18145 58 9 1 1 NUM fbem-18145 58 10 , , PUNCT fbem-18145 58 11 it it PRON fbem-18145 58 12 can can AUX fbem-18145 58 13 be be AUX fbem-18145 58 14 concluded conclude VERB fbem-18145 58 15 that that SCONJ fbem-18145 58 16 the the DET fbem-18145 58 17 original original ADJ fbem-18145 58 18 series series NOUN fbem-18145 58 19 is be AUX fbem-18145 58 20 unstable unstable ADJ fbem-18145 58 21 . . PUNCT fbem-18145 59 1 therefore therefore ADV fbem-18145 59 2 , , PUNCT fbem-18145 59 3 the the DET fbem-18145 59 4 differencing difference VERB fbem-18145 59 5 method method NOUN fbem-18145 59 6 should should AUX fbem-18145 59 7 be be AUX fbem-18145 59 8 applied apply VERB fbem-18145 59 9 to to PART fbem-18145 59 10 process process VERB fbem-18145 59 11 the the DET fbem-18145 59 12 original original ADJ fbem-18145 59 13 series series NOUN fbem-18145 59 14 . . PUNCT fbem-18145 60 1 figure figure NOUN fbem-18145 60 2 1 1 NUM fbem-18145 60 3 . . PUNCT fbem-18145 61 1 adf adf NOUN fbem-18145 61 2 test test NOUN fbem-18145 61 3 results result NOUN fbem-18145 61 4 this this DET fbem-18145 61 5 article article NOUN fbem-18145 61 6 performs perform VERB fbem-18145 61 7 first first ADJ fbem-18145 61 8 - - PUNCT fbem-18145 61 9 order order NOUN fbem-18145 61 10 differencing differencing NOUN fbem-18145 61 11 on on ADP fbem-18145 61 12 the the DET fbem-18145 61 13 original original ADJ fbem-18145 61 14 series series NOUN fbem-18145 61 15 , , PUNCT fbem-18145 61 16 and and CCONJ fbem-18145 61 17 upon upon SCONJ fbem-18145 61 18 testing testing NOUN fbem-18145 61 19 , , PUNCT fbem-18145 61 20 as as SCONJ fbem-18145 61 21 shown show VERB fbem-18145 61 22 in in ADP fbem-18145 61 23 figure figure NOUN fbem-18145 61 24 2 2 NUM fbem-18145 61 25 , , PUNCT fbem-18145 61 26 the the DET fbem-18145 61 27 first first ADJ fbem-18145 61 28 - - PUNCT fbem-18145 61 29 order order NOUN fbem-18145 61 30 differenced difference VERB fbem-18145 61 31 time time NOUN fbem-18145 61 32 series series NOUN fbem-18145 61 33 is be AUX fbem-18145 61 34 found find VERB fbem-18145 61 35 to to PART fbem-18145 61 36 be be AUX fbem-18145 61 37 stable stable ADJ fbem-18145 61 38 . . PUNCT fbem-18145 62 1 figure figure NOUN fbem-18145 62 2 2 2 NUM fbem-18145 62 3 . . PUNCT fbem-18145 62 4 adf adf NOUN fbem-18145 62 5 test test NOUN fbem-18145 62 6 results result NOUN fbem-18145 62 7 after after ADP fbem-18145 62 8 first first ADJ fbem-18145 62 9 - - PUNCT fbem-18145 62 10 order order NOUN fbem-18145 62 11 differencing difference VERB fbem-18145 62 12 1οͺ 1οͺ NUM fbem-18145 62 13 pοͺ pοͺ NOUN fbem-18145 62 14 1 1 NOUN fbem-18145 62 15 22 22 NUM fbem-18145 62 16 5.2.2 5.2.2 NUM fbem-18145 62 17 . . PUNCT fbem-18145 63 1 model model NOUN fbem-18145 63 2 parameter parameter NOUN fbem-18145 63 3 identification identification NOUN fbem-18145 63 4 and and CCONJ fbem-18145 63 5 order order NOUN fbem-18145 63 6 determination determination NOUN fbem-18145 63 7 based base VERB fbem-18145 63 8 on on ADP fbem-18145 63 9 the the DET fbem-18145 63 10 aic aic PROPN fbem-18145 63 11 criterion criterion NOUN fbem-18145 63 12 , , PUNCT fbem-18145 63 13 the the DET fbem-18145 63 14 smaller small ADJ fbem-18145 63 15 the the DET fbem-18145 63 16 aic aic PROPN fbem-18145 63 17 value value NOUN fbem-18145 63 18 , , PUNCT fbem-18145 63 19 the the DET fbem-18145 63 20 more more ADV fbem-18145 63 21 accurate accurate ADJ fbem-18145 63 22 the the DET fbem-18145 63 23 model model NOUN fbem-18145 63 24 fit fit NOUN fbem-18145 63 25 . . PUNCT fbem-18145 64 1 [ [ X fbem-18145 64 2 13]this 13]this NUM fbem-18145 64 3 article article NOUN fbem-18145 64 4 uses use VERB fbem-18145 64 5 r r NOUN fbem-18145 64 6 language language NOUN fbem-18145 64 7 for for ADP fbem-18145 64 8 parameter parameter NOUN fbem-18145 64 9 identification identification NOUN fbem-18145 64 10 and and CCONJ fbem-18145 64 11 order order NOUN fbem-18145 64 12 determination determination NOUN fbem-18145 64 13 . . PUNCT fbem-18145 65 1 as as SCONJ fbem-18145 65 2 shown show VERB fbem-18145 65 3 in in ADP fbem-18145 65 4 figure figure NOUN fbem-18145 65 5 3 3 NUM fbem-18145 65 6 , , PUNCT fbem-18145 65 7 the the DET fbem-18145 65 8 model model NOUN fbem-18145 65 9 with with ADP fbem-18145 65 10 the the DET fbem-18145 65 11 highest high ADJ fbem-18145 65 12 degree degree NOUN fbem-18145 65 13 of of ADP fbem-18145 65 14 fit fit NOUN fbem-18145 65 15 is be AUX fbem-18145 65 16 arima arima PROPN fbem-18145 65 17 ( ( PUNCT fbem-18145 65 18 0,1,3 0,1,3 PROPN fbem-18145 65 19 ) ) PUNCT fbem-18145 65 20 . . PUNCT fbem-18145 66 1 figure figure VERB fbem-18145 66 2 3 3 NUM fbem-18145 66 3 . . PUNCT fbem-18145 67 1 arima arima PROPN fbem-18145 67 2 model model PROPN fbem-18145 67 3 fitting fitting ADJ fbem-18145 67 4 and and CCONJ fbem-18145 67 5 automatic automatic ADJ fbem-18145 67 6 parameter parameter NOUN fbem-18145 67 7 optimization optimization NOUN fbem-18145 67 8 results result NOUN fbem-18145 67 9 for for ADP fbem-18145 67 10 the the DET fbem-18145 67 11 established establish VERB fbem-18145 67 12 arima(0,1,3 arima(0,1,3 PROPN fbem-18145 67 13 ) ) PUNCT fbem-18145 67 14 model model NOUN fbem-18145 67 15 , , PUNCT fbem-18145 67 16 this this DET fbem-18145 67 17 article article NOUN fbem-18145 67 18 conducts conduct VERB fbem-18145 67 19 an an DET fbem-18145 67 20 arch arch ADJ fbem-18145 67 21 effect effect NOUN fbem-18145 67 22 test test NOUN fbem-18145 67 23 on on ADP fbem-18145 67 24 its its PRON fbem-18145 67 25 standardized standardized ADJ fbem-18145 67 26 residuals residual NOUN fbem-18145 67 27 . . PUNCT fbem-18145 68 1 the the DET fbem-18145 68 2 results result NOUN fbem-18145 68 3 , , PUNCT fbem-18145 68 4 as as SCONJ fbem-18145 68 5 shown show VERB fbem-18145 68 6 in in ADP fbem-18145 68 7 figure figure NOUN fbem-18145 68 8 4 4 NUM fbem-18145 68 9 , , PUNCT fbem-18145 68 10 indicate indicate VERB fbem-18145 68 11 that that SCONJ fbem-18145 68 12 the the DET fbem-18145 68 13 model model NOUN fbem-18145 68 14 exhibits exhibit VERB fbem-18145 68 15 arch arch ADJ fbem-18145 68 16 effects effect NOUN fbem-18145 68 17 , , PUNCT fbem-18145 68 18 suggesting suggest VERB fbem-18145 68 19 the the DET fbem-18145 68 20 suitability suitability NOUN fbem-18145 68 21 of of ADP fbem-18145 68 22 proceeding proceed VERB fbem-18145 68 23 with with ADP fbem-18145 68 24 a a DET fbem-18145 68 25 garch garch NOUN fbem-18145 68 26 model model NOUN fbem-18145 68 27 implementation implementation NOUN fbem-18145 68 28 . . PUNCT fbem-18145 69 1 figure figure VERB fbem-18145 69 2 4 4 NUM fbem-18145 69 3 . . PUNCT fbem-18145 70 1 the the DET fbem-18145 70 2 arch arch ADJ fbem-18145 70 3 lm lm NOUN fbem-18145 70 4 - - PUNCT fbem-18145 70 5 test test NOUN fbem-18145 70 6 results result NOUN fbem-18145 70 7 when when SCONJ fbem-18145 70 8 determining determine VERB fbem-18145 70 9 the the DET fbem-18145 70 10 order order NOUN fbem-18145 70 11 of of ADP fbem-18145 70 12 the the DET fbem-18145 70 13 garch garch NOUN fbem-18145 70 14 model model NOUN fbem-18145 70 15 , , PUNCT fbem-18145 70 16 while while SCONJ fbem-18145 70 17 the the DET fbem-18145 70 18 garch(1,2 garch(1,2 NOUN fbem-18145 70 19 ) ) PUNCT fbem-18145 70 20 model model NOUN fbem-18145 70 21 has have VERB fbem-18145 70 22 the the DET fbem-18145 70 23 smallest small ADJ fbem-18145 70 24 aic aic PROPN fbem-18145 70 25 value value NOUN fbem-18145 70 26 , , PUNCT fbem-18145 70 27 the the DET fbem-18145 70 28 difference difference NOUN fbem-18145 70 29 compared compare VERB fbem-18145 70 30 to to ADP fbem-18145 70 31 the the DET fbem-18145 70 32 garch(1,1 garch(1,1 NOUN fbem-18145 70 33 ) ) PUNCT fbem-18145 70 34 model model NOUN fbem-18145 70 35 is be AUX fbem-18145 70 36 negligible negligible ADJ fbem-18145 70 37 . . PUNCT fbem-18145 71 1 moreover moreover ADV fbem-18145 71 2 , , PUNCT fbem-18145 71 3 having have VERB fbem-18145 71 4 a a DET fbem-18145 71 5 higher high ADJ fbem-18145 71 6 number number NOUN fbem-18145 71 7 of of ADP fbem-18145 71 8 parameters parameter NOUN fbem-18145 71 9 in in ADP fbem-18145 71 10 the the DET fbem-18145 71 11 garch garch NOUN fbem-18145 71 12 model model NOUN fbem-18145 71 13 can can AUX fbem-18145 71 14 lead lead VERB fbem-18145 71 15 to to ADP fbem-18145 71 16 increased increase VERB fbem-18145 71 17 instability instability NOUN fbem-18145 71 18 in in ADP fbem-18145 71 19 the the DET fbem-18145 71 20 model model NOUN fbem-18145 71 21 . . PUNCT fbem-18145 72 1 therefore therefore ADV fbem-18145 72 2 , , PUNCT fbem-18145 72 3 this this DET fbem-18145 72 4 article article NOUN fbem-18145 72 5 opts opt VERB fbem-18145 72 6 for for ADP fbem-18145 72 7 the the DET fbem-18145 72 8 garch(1,1 garch(1,1 NOUN fbem-18145 72 9 ) ) PUNCT fbem-18145 72 10 model model NOUN fbem-18145 72 11 . . PUNCT fbem-18145 73 1 5.2.3 5.2.3 NUM fbem-18145 73 2 . . PUNCT fbem-18145 73 3 model model NOUN fbem-18145 73 4 fitting fitting NOUN fbem-18145 73 5 and and CCONJ fbem-18145 73 6 estimation estimation NOUN fbem-18145 73 7 using use VERB fbem-18145 73 8 the the DET fbem-18145 73 9 arima(0,1,3)-garch(1,1 arima(0,1,3)-garch(1,1 NOUN fbem-18145 73 10 ) ) PUNCT fbem-18145 73 11 model model NOUN fbem-18145 73 12 , , PUNCT fbem-18145 73 13 this this DET fbem-18145 73 14 article article NOUN fbem-18145 73 15 fitted fit VERB fbem-18145 73 16 the the DET fbem-18145 73 17 data datum NOUN fbem-18145 73 18 and and CCONJ fbem-18145 73 19 estimated estimated ADJ fbem-18145 73 20 parameters parameter NOUN fbem-18145 73 21 , , PUNCT fbem-18145 73 22 as as SCONJ fbem-18145 73 23 illustrated illustrate VERB fbem-18145 73 24 in in ADP fbem-18145 73 25 figure figure NOUN fbem-18145 73 26 5 5 NUM fbem-18145 73 27 . . PUNCT fbem-18145 74 1 the the DET fbem-18145 74 2 p p NOUN fbem-18145 74 3 - - PUNCT fbem-18145 74 4 values value NOUN fbem-18145 74 5 for for ADP fbem-18145 74 6 all all DET fbem-18145 74 7 these these DET fbem-18145 74 8 coefficients coefficient NOUN fbem-18145 74 9 are be AUX fbem-18145 74 10 less less ADJ fbem-18145 74 11 than than ADP fbem-18145 74 12 0.001 0.001 NUM fbem-18145 74 13 , , PUNCT fbem-18145 74 14 demonstrating demonstrate VERB fbem-18145 74 15 a a DET fbem-18145 74 16 robust robust ADJ fbem-18145 74 17 fit fit NOUN fbem-18145 74 18 for for ADP fbem-18145 74 19 the the DET fbem-18145 74 20 model model NOUN fbem-18145 74 21 . . PUNCT fbem-18145 75 1 figure figure NOUN fbem-18145 75 2 5 5 NUM fbem-18145 75 3 . . PUNCT fbem-18145 76 1 arima arima NOUN fbem-18145 76 2 - - PUNCT fbem-18145 76 3 garch garch NOUN fbem-18145 76 4 model model NOUN fbem-18145 76 5 fitting fitting ADJ fbem-18145 76 6 results result NOUN fbem-18145 76 7 5.2.4 5.2.4 NUM fbem-18145 76 8 . . PUNCT fbem-18145 76 9 residual residual ADJ fbem-18145 76 10 autocorrelation autocorrelation NOUN fbem-18145 76 11 and and CCONJ fbem-18145 76 12 normality normality NOUN fbem-18145 76 13 test test NOUN fbem-18145 76 14 the the DET fbem-18145 76 15 arima arima NOUN fbem-18145 76 16 - - PUNCT fbem-18145 76 17 garch garch NOUN fbem-18145 76 18 model model NOUN fbem-18145 76 19 was be AUX fbem-18145 76 20 subjected subject VERB fbem-18145 76 21 to to ADP fbem-18145 76 22 tests test NOUN fbem-18145 76 23 for for ADP fbem-18145 76 24 residual residual ADJ fbem-18145 76 25 autocorrelation autocorrelation NOUN fbem-18145 76 26 and and CCONJ fbem-18145 76 27 independence independence NOUN fbem-18145 76 28 . . PUNCT fbem-18145 77 1 as as SCONJ fbem-18145 77 2 indicated indicate VERB fbem-18145 77 3 in in ADP fbem-18145 77 4 figures figure NOUN fbem-18145 77 5 6 6 NUM fbem-18145 77 6 and and CCONJ fbem-18145 77 7 7 7 NUM fbem-18145 77 8 , , PUNCT fbem-18145 77 9 the the DET fbem-18145 77 10 residuals residual NOUN fbem-18145 77 11 satisfy satisfy VERB fbem-18145 77 12 the the DET fbem-18145 77 13 conditions condition NOUN fbem-18145 77 14 for for ADP fbem-18145 77 15 autocorrelation autocorrelation NOUN fbem-18145 77 16 and and CCONJ fbem-18145 77 17 normality normality NOUN fbem-18145 77 18 tests test NOUN fbem-18145 77 19 . . PUNCT fbem-18145 78 1 figure figure VERB fbem-18145 78 2 6 6 NUM fbem-18145 78 3 . . PUNCT fbem-18145 78 4 standardized standardized ADJ fbem-18145 78 5 sample sample NOUN fbem-18145 78 6 data datum NOUN fbem-18145 78 7 qq qq PROPN fbem-18145 78 8 plot plot NOUN fbem-18145 78 9 figure figure NOUN fbem-18145 78 10 7 7 NUM fbem-18145 78 11 . . X fbem-18145 78 12 acf acf NOUN fbem-18145 78 13 of of ADP fbem-18145 78 14 standardized standardized ADJ fbem-18145 78 15 residuals residual NOUN fbem-18145 78 16 5.2.5 5.2.5 NUM fbem-18145 78 17 . . PUNCT fbem-18145 79 1 forecasting forecasting NOUN fbem-18145 79 2 results result VERB fbem-18145 79 3 the the DET fbem-18145 79 4 established establish VERB fbem-18145 79 5 arima(0,1,3)-garch(1,1 arima(0,1,3)-garch(1,1 NOUN fbem-18145 79 6 ) ) PUNCT fbem-18145 79 7 model model NOUN fbem-18145 79 8 was be AUX fbem-18145 79 9 utilized utilize VERB fbem-18145 79 10 to to PART fbem-18145 79 11 predict predict VERB fbem-18145 79 12 the the DET fbem-18145 79 13 closing close VERB fbem-18145 79 14 stock stock NOUN fbem-18145 79 15 prices price NOUN fbem-18145 79 16 for for ADP fbem-18145 79 17 the the DET fbem-18145 79 18 next next ADJ fbem-18145 79 19 15 15 NUM fbem-18145 79 20 days day NOUN fbem-18145 79 21 . . PUNCT fbem-18145 80 1 the the DET fbem-18145 80 2 outcomes outcome NOUN fbem-18145 80 3 are be AUX fbem-18145 80 4 presented present VERB fbem-18145 80 5 in in ADP fbem-18145 80 6 figure figure NOUN fbem-18145 80 7 8 8 NUM fbem-18145 80 8 . . PUNCT fbem-18145 81 1 figure figure NOUN fbem-18145 81 2 8 8 NUM fbem-18145 81 3 . . PUNCT fbem-18145 82 1 forecasting forecasting NOUN fbem-18145 82 2 results result VERB fbem-18145 82 3 5.2.6 5.2.6 NUM fbem-18145 82 4 . . PUNCT fbem-18145 83 1 accuracy accuracy NOUN fbem-18145 83 2 evaluation evaluation NOUN fbem-18145 83 3 upon upon SCONJ fbem-18145 83 4 assessing assess VERB fbem-18145 83 5 the the DET fbem-18145 83 6 model model NOUN fbem-18145 83 7 's 's PART fbem-18145 83 8 accuracy accuracy NOUN fbem-18145 83 9 , , PUNCT fbem-18145 83 10 as as SCONJ fbem-18145 83 11 illustrated illustrate VERB fbem-18145 83 12 in in ADP fbem-18145 83 13 figure figure NOUN fbem-18145 83 14 9 9 NUM fbem-18145 83 15 , , PUNCT fbem-18145 83 16 the the DET fbem-18145 83 17 model model NOUN fbem-18145 83 18 's 's PART fbem-18145 83 19 forecasted forecast VERB fbem-18145 83 20 values value NOUN fbem-18145 83 21 exhibit exhibit VERB fbem-18145 83 22 an an DET fbem-18145 83 23 average average ADJ fbem-18145 83 24 deviation deviation NOUN fbem-18145 83 25 of of ADP fbem-18145 83 26 approximately approximately ADV fbem-18145 83 27 10.34 10.34 NUM fbem-18145 83 28 % % NOUN fbem-18145 83 29 from from ADP fbem-18145 83 30 the the DET fbem-18145 83 31 actual actual ADJ fbem-18145 83 32 values value NOUN fbem-18145 83 33 . . PUNCT fbem-18145 84 1 this this DET fbem-18145 84 2 deviation deviation NOUN fbem-18145 84 3 being be AUX fbem-18145 84 4 a a DET fbem-18145 84 5 positive positive ADJ fbem-18145 84 6 number number NOUN fbem-18145 84 7 may may AUX fbem-18145 84 8 indicate indicate VERB fbem-18145 84 9 a a DET fbem-18145 84 10 slight slight ADJ fbem-18145 84 11 tendency tendency NOUN fbem-18145 84 12 of of ADP fbem-18145 84 13 the the DET fbem-18145 84 14 model model NOUN fbem-18145 84 15 to to PART fbem-18145 84 16 overestimate overestimate VERB fbem-18145 84 17 . . PUNCT fbem-18145 85 1 typically typically ADV fbem-18145 85 2 , , PUNCT fbem-18145 85 3 the the DET fbem-18145 85 4 magnitude magnitude NOUN fbem-18145 85 5 of of ADP fbem-18145 85 6 the the DET fbem-18145 85 7 forecasting forecasting NOUN fbem-18145 85 8 error error NOUN fbem-18145 85 9 is be AUX fbem-18145 85 10 about about ADV fbem-18145 85 11 12.42 12.42 NUM fbem-18145 85 12 % % NOUN fbem-18145 85 13 . . PUNCT fbem-18145 86 1 the the DET fbem-18145 86 2 mean mean ADJ fbem-18145 86 3 prediction prediction NOUN fbem-18145 86 4 error error NOUN fbem-18145 86 5 of of ADP fbem-18145 86 6 the the DET fbem-18145 86 7 model model NOUN fbem-18145 86 8 stands stand VERB fbem-18145 86 9 at at ADP fbem-18145 86 10 3.23 3.23 NUM fbem-18145 86 11 % % NOUN fbem-18145 86 12 . . PUNCT fbem-18145 87 1 a a DET fbem-18145 87 2 positive positive ADJ fbem-18145 87 3 mean mean NOUN fbem-18145 87 4 percentage percentage NOUN fbem-18145 87 5 error error NOUN fbem-18145 87 6 ( ( PUNCT fbem-18145 87 7 mpe mpe NOUN fbem-18145 87 8 ) ) PUNCT fbem-18145 87 9 suggests suggest VERB fbem-18145 87 10 that that SCONJ fbem-18145 87 11 the the DET fbem-18145 87 12 model model NOUN fbem-18145 87 13 might might AUX fbem-18145 87 14 systematically systematically ADV fbem-18145 87 15 overestimate overestimate VERB fbem-18145 87 16 the the DET fbem-18145 87 17 actual actual ADJ fbem-18145 87 18 values value NOUN fbem-18145 87 19 . . PUNCT fbem-18145 88 1 from from ADP fbem-18145 88 2 these these DET fbem-18145 88 3 data datum NOUN fbem-18145 88 4 , , PUNCT fbem-18145 88 5 it it PRON fbem-18145 88 6 is be AUX fbem-18145 88 7 discernible discernible ADJ fbem-18145 88 8 that that SCONJ fbem-18145 88 9 the the DET fbem-18145 88 10 trained train VERB fbem-18145 88 11 arimagarch arimagarch ADJ fbem-18145 88 12 model model NOUN fbem-18145 88 13 is be AUX fbem-18145 88 14 capable capable ADJ fbem-18145 88 15 of of ADP fbem-18145 88 16 forecasting forecast VERB fbem-18145 88 17 the the DET fbem-18145 88 18 closing closing NOUN fbem-18145 88 19 prices price NOUN fbem-18145 88 20 of of ADP fbem-18145 88 21 jinan jinan PROPN fbem-18145 88 22 hi hi PROPN fbem-18145 88 23 - - PUNCT fbem-18145 88 24 tech tech NOUN fbem-18145 88 25 with with ADP fbem-18145 88 26 a a DET fbem-18145 88 27 fair fair ADJ fbem-18145 88 28 degree degree NOUN fbem-18145 88 29 of of ADP fbem-18145 88 30 accuracy accuracy NOUN fbem-18145 88 31 . . PUNCT fbem-18145 89 1 23 23 NUM fbem-18145 89 2 table table NOUN fbem-18145 89 3 1 1 NUM fbem-18145 89 4 . . PUNCT fbem-18145 89 5 accuracy accuracy NOUN fbem-18145 89 6 evaluation evaluation NOUN fbem-18145 89 7 results result VERB fbem-18145 89 8 me i PRON fbem-18145 89 9 rmse rmse ADJ fbem-18145 89 10 mae mae PROPN fbem-18145 89 11 mpe mpe PROPN fbem-18145 89 12 test test NOUN fbem-18145 89 13 set set VERB fbem-18145 89 14 0.1034146 0.1034146 NUM fbem-18145 89 15 0.1242084 0.1242084 NUM fbem-18145 89 16 0.1034146 0.1034146 NUM fbem-18145 89 17 3.229931 3.229931 NUM fbem-18145 89 18 6 6 NUM fbem-18145 89 19 . . PUNCT fbem-18145 89 20 conclusion conclusion NOUN fbem-18145 89 21 by by ADP fbem-18145 89 22 employing employ VERB fbem-18145 89 23 the the DET fbem-18145 89 24 arima arima NOUN fbem-18145 89 25 - - PUNCT fbem-18145 89 26 garch garch NOUN fbem-18145 89 27 model model NOUN fbem-18145 89 28 to to PART fbem-18145 89 29 fit fit VERB fbem-18145 89 30 the the DET fbem-18145 89 31 time time NOUN fbem-18145 89 32 series series NOUN fbem-18145 89 33 of of ADP fbem-18145 89 34 the the DET fbem-18145 89 35 closing close VERB fbem-18145 89 36 stock stock NOUN fbem-18145 89 37 prices price NOUN fbem-18145 89 38 of of ADP fbem-18145 89 39 jinan jinan PROPN fbem-18145 89 40 hi hi PROPN fbem-18145 89 41 - - PUNCT fbem-18145 89 42 tech tech NOUN fbem-18145 89 43 and and CCONJ fbem-18145 89 44 to to PART fbem-18145 89 45 predict predict VERB fbem-18145 89 46 future future ADJ fbem-18145 89 47 closing closing NOUN fbem-18145 89 48 prices price NOUN fbem-18145 89 49 , , PUNCT fbem-18145 89 50 followed follow VERB fbem-18145 89 51 by by ADP fbem-18145 89 52 an an DET fbem-18145 89 53 error error NOUN fbem-18145 89 54 analysis analysis NOUN fbem-18145 89 55 , , PUNCT fbem-18145 89 56 it it PRON fbem-18145 89 57 is be AUX fbem-18145 89 58 evident evident ADJ fbem-18145 89 59 from from ADP fbem-18145 89 60 the the DET fbem-18145 89 61 forecast forecast NOUN fbem-18145 89 62 results result NOUN fbem-18145 89 63 that that SCONJ fbem-18145 89 64 the the DET fbem-18145 89 65 arima arima NOUN fbem-18145 89 66 - - PUNCT fbem-18145 89 67 garch garch NOUN fbem-18145 89 68 model model NOUN fbem-18145 89 69 is be AUX fbem-18145 89 70 capable capable ADJ fbem-18145 89 71 of of ADP fbem-18145 89 72 predicting predict VERB fbem-18145 89 73 short short ADJ fbem-18145 89 74 - - PUNCT fbem-18145 89 75 term term NOUN fbem-18145 89 76 stock stock NOUN fbem-18145 89 77 closing closing NOUN fbem-18145 89 78 prices price NOUN fbem-18145 89 79 with with ADP fbem-18145 89 80 a a DET fbem-18145 89 81 relatively relatively ADV fbem-18145 89 82 high high ADJ fbem-18145 89 83 degree degree NOUN fbem-18145 89 84 of of ADP fbem-18145 89 85 precision precision NOUN fbem-18145 89 86 . . PUNCT fbem-18145 90 1 references reference NOUN fbem-18145 90 2 [ [ X fbem-18145 90 3 1 1 NUM fbem-18145 90 4 ] ] X fbem-18145 90 5 engle engle PROPN fbem-18145 90 6 , , PUNCT fbem-18145 90 7 r. r. PROPN fbem-18145 90 8 f. f. PROPN fbem-18145 90 9 ( ( PUNCT fbem-18145 90 10 1982 1982 NUM fbem-18145 90 11 ) ) PUNCT fbem-18145 90 12 . . PUNCT fbem-18145 91 1 autoregressive autoregressive ADJ fbem-18145 91 2 conditional conditional ADJ fbem-18145 91 3 heteroscedasticity heteroscedasticity NOUN fbem-18145 91 4 with with ADP fbem-18145 91 5 estimates estimate NOUN fbem-18145 91 6 of of ADP fbem-18145 91 7 the the DET fbem-18145 91 8 variance variance NOUN fbem-18145 91 9 of of ADP fbem-18145 91 10 united united PROPN fbem-18145 91 11 kingdom kingdom PROPN fbem-18145 91 12 inflation inflation NOUN fbem-18145 91 13 . . PUNCT fbem-18145 92 1 econometrica econometrica PROPN fbem-18145 92 2 , , PUNCT fbem-18145 92 3 50(4 50(4 NUM fbem-18145 92 4 ) ) PUNCT fbem-18145 92 5 , , PUNCT fbem-18145 92 6 987–1007 987–1007 NUM fbem-18145 92 7 . . PUNCT fbem-18145 93 1 [ [ X fbem-18145 93 2 2 2 NUM fbem-18145 93 3 ] ] SYM fbem-18145 93 4 wu wu PROPN fbem-18145 93 5 , , PUNCT fbem-18145 93 6 w. w. PROPN fbem-18145 93 7 , , PUNCT fbem-18145 93 8 & & CCONJ fbem-18145 93 9 wu wu PROPN fbem-18145 93 10 , , PUNCT fbem-18145 93 11 c. c. PROPN fbem-18145 93 12 ( ( PUNCT fbem-18145 93 13 2000 2000 NUM fbem-18145 93 14 ) ) PUNCT fbem-18145 93 15 . . PUNCT fbem-18145 94 1 discussion discussion NOUN fbem-18145 94 2 on on ADP fbem-18145 94 3 stock stock NOUN fbem-18145 94 4 price price NOUN fbem-18145 94 5 fluctuation fluctuation NOUN fbem-18145 94 6 models model NOUN fbem-18145 94 7 . . PUNCT fbem-18145 95 1 systems system NOUN fbem-18145 95 2 engineering engineering NOUN fbem-18145 95 3 theory theory NOUN fbem-18145 95 4 and and CCONJ fbem-18145 95 5 practice practice NOUN fbem-18145 95 6 , , PUNCT fbem-18145 95 7 2000(04 2000(04 NUM fbem-18145 95 8 ) ) PUNCT fbem-18145 95 9 , , PUNCT fbem-18145 95 10 63 63 NUM fbem-18145 95 11 - - SYM fbem-18145 95 12 69 69 NUM fbem-18145 95 13 . . PUNCT fbem-18145 96 1 [ [ X fbem-18145 96 2 3 3 NUM fbem-18145 96 3 ] ] SYM fbem-18145 96 4 yang yang PROPN fbem-18145 96 5 , , PUNCT fbem-18145 96 6 k. k. PROPN fbem-18145 96 7 , , PUNCT fbem-18145 96 8 ma ma PROPN fbem-18145 96 9 , , PUNCT fbem-18145 96 10 y. y. PROPN fbem-18145 96 11 , , PUNCT fbem-18145 96 12 zhang zhang PROPN fbem-18145 96 13 , , PUNCT fbem-18145 96 14 x. x. PROPN fbem-18145 96 15 , , PUNCT fbem-18145 96 16 et et PROPN fbem-18145 96 17 al al PROPN fbem-18145 96 18 . . PROPN fbem-18145 96 19 ( ( PUNCT fbem-18145 96 20 2019 2019 NUM fbem-18145 96 21 ) ) PUNCT fbem-18145 96 22 . . PUNCT fbem-18145 97 1 empirical empirical ADJ fbem-18145 97 2 analysis analysis NOUN fbem-18145 97 3 of of ADP fbem-18145 97 4 high high ADJ fbem-18145 97 5 - - PUNCT fbem-18145 97 6 frequency frequency NOUN fbem-18145 97 7 stock stock NOUN fbem-18145 97 8 trading trading NOUN fbem-18145 97 9 data datum NOUN fbem-18145 97 10 based base VERB fbem-18145 97 11 on on ADP fbem-18145 97 12 arch(q arch(q NOUN fbem-18145 97 13 ) ) PUNCT fbem-18145 97 14 model model NOUN fbem-18145 97 15 . . PUNCT fbem-18145 98 1 jilin jilin PROPN fbem-18145 98 2 normal normal PROPN fbem-18145 98 3 university university PROPN fbem-18145 98 4 journal journal NOUN fbem-18145 98 5 ( ( PUNCT fbem-18145 98 6 natural natural ADJ fbem-18145 98 7 science science NOUN fbem-18145 98 8 edition edition NOUN fbem-18145 98 9 ) ) PUNCT fbem-18145 98 10 , , PUNCT fbem-18145 98 11 40(02 40(02 NOUN fbem-18145 98 12 ) ) PUNCT fbem-18145 98 13 , , PUNCT fbem-18145 98 14 68 68 NUM fbem-18145 98 15 - - SYM fbem-18145 98 16 72 72 NUM fbem-18145 98 17 . . PUNCT fbem-18145 99 1 [ [ X fbem-18145 99 2 4 4 NUM fbem-18145 99 3 ] ] X fbem-18145 99 4 ali ali PROPN fbem-18145 99 5 , , PUNCT fbem-18145 99 6 f. f. PROPN fbem-18145 99 7 , , PUNCT fbem-18145 99 8 suri suri PROPN fbem-18145 99 9 , , PUNCT fbem-18145 99 10 p. p. PROPN fbem-18145 99 11 , , PUNCT fbem-18145 99 12 kaur kaur PROPN fbem-18145 99 13 , , PUNCT fbem-18145 99 14 t. t. PROPN fbem-18145 99 15 ( ( PUNCT fbem-18145 99 16 2022 2022 NUM fbem-18145 99 17 ) ) PUNCT fbem-18145 99 18 . . PUNCT fbem-18145 100 1 modelling model VERB fbem-18145 100 2 time time NOUN fbem-18145 100 3 - - PUNCT fbem-18145 100 4 varying vary VERB fbem-18145 100 5 volatility volatility NOUN fbem-18145 100 6 using use VERB fbem-18145 100 7 garch garch NOUN fbem-18145 100 8 models model NOUN fbem-18145 100 9 : : PUNCT fbem-18145 100 10 evidence evidence NOUN fbem-18145 100 11 from from ADP fbem-18145 100 12 the the DET fbem-18145 100 13 indian indian ADJ fbem-18145 100 14 stock stock NOUN fbem-18145 100 15 market market NOUN fbem-18145 100 16 . . PUNCT fbem-18145 101 1 f1000 f1000 PROPN fbem-18145 101 2 research research NOUN fbem-18145 101 3 , , PUNCT fbem-18145 101 4 11 11 NUM fbem-18145 101 5 , , PUNCT fbem-18145 101 6 1098 1098 NUM fbem-18145 101 7 . . PUNCT fbem-18145 102 1 [ [ X fbem-18145 102 2 5 5 NUM fbem-18145 102 3 ] ] PUNCT fbem-18145 102 4 chimrani chimrani PROPN fbem-18145 102 5 , , PUNCT fbem-18145 102 6 c. c. PROPN fbem-18145 102 7 r. r. PROPN fbem-18145 102 8 , , PUNCT fbem-18145 102 9 ahmed ahmed PROPN fbem-18145 102 10 , , PUNCT fbem-18145 102 11 f. f. PROPN fbem-18145 102 12 , , PUNCT fbem-18145 102 13 & & CCONJ fbem-18145 102 14 panjwani panjwani PROPN fbem-18145 102 15 , , PUNCT fbem-18145 102 16 v. v. PROPN fbem-18145 102 17 k. k. PROPN fbem-18145 102 18 ( ( PUNCT fbem-18145 102 19 2018 2018 NUM fbem-18145 102 20 ) ) PUNCT fbem-18145 102 21 . . PUNCT fbem-18145 103 1 modeling model VERB fbem-18145 103 2 sectoral sectoral ADJ fbem-18145 103 3 stock stock NOUN fbem-18145 103 4 indexes index NOUN fbem-18145 103 5 volatility volatility NOUN fbem-18145 103 6 : : PUNCT fbem-18145 103 7 empirical empirical ADJ fbem-18145 103 8 evidence evidence NOUN fbem-18145 103 9 from from ADP fbem-18145 103 10 pakistan pakistan PROPN fbem-18145 103 11 stock stock PROPN fbem-18145 103 12 exchange exchange PROPN fbem-18145 103 13 . . PUNCT fbem-18145 104 1 international international ADJ fbem-18145 104 2 journal journal PROPN fbem-18145 104 3 of of ADP fbem-18145 104 4 economics economic NOUN fbem-18145 104 5 and and CCONJ fbem-18145 104 6 financial financial ADJ fbem-18145 104 7 issues issue NOUN fbem-18145 104 8 , , PUNCT fbem-18145 104 9 8(2 8(2 NUM fbem-18145 104 10 ) ) PUNCT fbem-18145 104 11 , , PUNCT fbem-18145 104 12 319 319 NUM fbem-18145 104 13 - - SYM fbem-18145 104 14 324 324 NUM fbem-18145 104 15 . . PUNCT fbem-18145 105 1 [ [ X fbem-18145 105 2 6 6 NUM fbem-18145 105 3 ] ] PUNCT fbem-18145 105 4 adebayo adebayo PROPN fbem-18145 105 5 , , PUNCT fbem-18145 105 6 f. f. PROPN fbem-18145 105 7 a. a. PROPN fbem-18145 105 8 , , PUNCT fbem-18145 105 9 sivasamy sivasamy NOUN fbem-18145 105 10 , , PUNCT fbem-18145 105 11 r. r. PROPN fbem-18145 105 12 , , PUNCT fbem-18145 105 13 & & CCONJ fbem-18145 105 14 shangodoyin shangodoyin PROPN fbem-18145 105 15 , , PUNCT fbem-18145 105 16 d. d. PROPN fbem-18145 105 17 k. k. PROPN fbem-18145 105 18 ( ( PUNCT fbem-18145 105 19 2014 2014 NUM fbem-18145 105 20 ) ) PUNCT fbem-18145 105 21 . . PUNCT fbem-18145 106 1 forecasting forecast VERB fbem-18145 106 2 stock stock NOUN fbem-18145 106 3 market market NOUN fbem-18145 106 4 series series NOUN fbem-18145 106 5 with with ADP fbem-18145 106 6 arima arima PROPN fbem-18145 106 7 model model NOUN fbem-18145 106 8 . . PUNCT fbem-18145 107 1 journal journal PROPN fbem-18145 107 2 of of ADP fbem-18145 107 3 statistical statistical ADJ fbem-18145 107 4 and and CCONJ fbem-18145 107 5 econometric econometric ADJ fbem-18145 107 6 methods method NOUN fbem-18145 107 7 , , PUNCT fbem-18145 107 8 3(3 3(3 NUM fbem-18145 107 9 ) ) PUNCT fbem-18145 107 10 . . PUNCT fbem-18145 108 1 [ [ X fbem-18145 108 2 7 7 NUM fbem-18145 108 3 ] ] SYM fbem-18145 108 4 xu xu PROPN fbem-18145 108 5 , , PUNCT fbem-18145 108 6 s. s. PROPN fbem-18145 108 7 , , PUNCT fbem-18145 108 8 & & CCONJ fbem-18145 108 9 liang liang PROPN fbem-18145 108 10 , , PUNCT fbem-18145 108 11 x. x. NOUN fbem-18145 108 12 ( ( PUNCT fbem-18145 108 13 2019 2019 NUM fbem-18145 108 14 ) ) PUNCT fbem-18145 108 15 . . PUNCT fbem-18145 109 1 research research NOUN fbem-18145 109 2 on on ADP fbem-18145 109 3 stock stock NOUN fbem-18145 109 4 price price NOUN fbem-18145 109 5 prediction prediction NOUN fbem-18145 109 6 based base VERB fbem-18145 109 7 on on ADP fbem-18145 109 8 arima arima NOUN fbem-18145 109 9 - - PUNCT fbem-18145 109 10 garch garch NOUN fbem-18145 109 11 model model NOUN fbem-18145 109 12 . . PUNCT fbem-18145 110 1 journal journal PROPN fbem-18145 110 2 of of ADP fbem-18145 110 3 henan henan PROPN fbem-18145 110 4 institute institute PROPN fbem-18145 110 5 of of ADP fbem-18145 110 6 education education PROPN fbem-18145 110 7 ( ( PUNCT fbem-18145 110 8 natural natural ADJ fbem-18145 110 9 science science NOUN fbem-18145 110 10 edition edition NOUN fbem-18145 110 11 ) ) PUNCT fbem-18145 110 12 , , PUNCT fbem-18145 110 13 28(04 28(04 NUM fbem-18145 110 14 ) ) PUNCT fbem-18145 110 15 , , PUNCT fbem-18145 110 16 20 20 NUM fbem-18145 110 17 - - SYM fbem-18145 110 18 24 24 NUM fbem-18145 110 19 . . PUNCT fbem-18145 111 1 [ [ X fbem-18145 111 2 8 8 NUM fbem-18145 111 3 ] ] X fbem-18145 111 4 toma toma PROPN fbem-18145 111 5 , , PUNCT fbem-18145 111 6 l. l. PROPN fbem-18145 111 7 r. r. PROPN fbem-18145 111 8 ( ( PUNCT fbem-18145 111 9 2023 2023 NUM fbem-18145 111 10 ) ) PUNCT fbem-18145 111 11 . . PUNCT fbem-18145 112 1 exploring explore VERB fbem-18145 112 2 the the DET fbem-18145 112 3 effectiveness effectiveness NOUN fbem-18145 112 4 of of ADP fbem-18145 112 5 arima arima PROPN fbem-18145 112 6 and and CCONJ fbem-18145 112 7 garch garch NOUN fbem-18145 112 8 models model NOUN fbem-18145 112 9 in in ADP fbem-18145 112 10 stock stock NOUN fbem-18145 112 11 price price NOUN fbem-18145 112 12 forecasting forecasting NOUN fbem-18145 112 13 : : PUNCT fbem-18145 112 14 an an DET fbem-18145 112 15 application application NOUN fbem-18145 112 16 in in ADP fbem-18145 112 17 the the DET fbem-18145 112 18 it it PROPN fbem-18145 112 19 industry industry NOUN fbem-18145 112 20 . . PUNCT fbem-18145 113 1 informatica informatica PROPN fbem-18145 113 2 economica economica PROPN fbem-18145 113 3 , , PUNCT fbem-18145 113 4 27(3 27(3 NUM fbem-18145 113 5 ) ) PUNCT fbem-18145 113 6 , , PUNCT fbem-18145 113 7 61 61 NUM fbem-18145 113 8 - - SYM fbem-18145 113 9 72 72 NUM fbem-18145 113 10 . . PUNCT fbem-18145 114 1 [ [ X fbem-18145 114 2 9 9 NUM fbem-18145 114 3 ] ] SYM fbem-18145 114 4 qi qi PROPN fbem-18145 114 5 , , PUNCT fbem-18145 114 6 c. c. PROPN fbem-18145 114 7 , , PUNCT fbem-18145 114 8 ren ren PROPN fbem-18145 114 9 , , PUNCT fbem-18145 114 10 j. j. PROPN fbem-18145 114 11 , , PUNCT fbem-18145 114 12 & & CCONJ fbem-18145 114 13 su su PROPN fbem-18145 114 14 , , PUNCT fbem-18145 114 15 j. j. PROPN fbem-18145 114 16 ( ( PUNCT fbem-18145 114 17 2023 2023 NUM fbem-18145 114 18 ) ) PUNCT fbem-18145 114 19 . . PUNCT fbem-18145 114 20 gru gru PROPN fbem-18145 114 21 neural neural PROPN fbem-18145 114 22 network network NOUN fbem-18145 114 23 based base VERB fbem-18145 114 24 on on ADP fbem-18145 114 25 ceemdan ceemdan ADJ fbem-18145 114 26 – – PUNCT fbem-18145 114 27 wavelet wavelet NOUN fbem-18145 114 28 for for ADP fbem-18145 114 29 stock stock NOUN fbem-18145 114 30 price price NOUN fbem-18145 114 31 prediction prediction NOUN fbem-18145 114 32 . . PUNCT fbem-18145 115 1 applied apply VERB fbem-18145 115 2 sciences science NOUN fbem-18145 115 3 , , PUNCT fbem-18145 115 4 13(12 13(12 NUM fbem-18145 115 5 ) ) PUNCT fbem-18145 115 6 , , PUNCT fbem-18145 115 7 7104 7104 NUM fbem-18145 115 8 . . PUNCT fbem-18145 116 1 [ [ X fbem-18145 116 2 10 10 NUM fbem-18145 116 3 ] ] X fbem-18145 116 4 box box NOUN fbem-18145 116 5 , , PUNCT fbem-18145 116 6 g. g. PROPN fbem-18145 116 7 e. e. PROPN fbem-18145 116 8 p. p. PROPN fbem-18145 116 9 , , PUNCT fbem-18145 116 10 & & CCONJ fbem-18145 116 11 jenkins jenkins PROPN fbem-18145 116 12 , , PUNCT fbem-18145 116 13 g. g. PROPN fbem-18145 116 14 m. m. PROPN fbem-18145 116 15 ( ( PUNCT fbem-18145 116 16 1976 1976 NUM fbem-18145 116 17 ) ) PUNCT fbem-18145 116 18 . . PUNCT fbem-18145 117 1 time time NOUN fbem-18145 117 2 series series PROPN fbem-18145 117 3 analysis analysis NOUN fbem-18145 117 4 : : PUNCT fbem-18145 117 5 forecasting forecasting NOUN fbem-18145 117 6 and and CCONJ fbem-18145 117 7 control control NOUN fbem-18145 117 8 . . PUNCT fbem-18145 118 1 san san PROPN fbem-18145 118 2 francisco francisco PROPN fbem-18145 118 3 : : PUNCT fbem-18145 119 1 holden holden PROPN fbem-18145 119 2 - - PUNCT fbem-18145 119 3 day day NOUN fbem-18145 119 4 . . PUNCT fbem-18145 120 1 [ [ X fbem-18145 120 2 11 11 NUM fbem-18145 120 3 ] ] X fbem-18145 120 4 bollerslev bollerslev NOUN fbem-18145 120 5 , , PUNCT fbem-18145 120 6 t. t. PROPN fbem-18145 120 7 ( ( PUNCT fbem-18145 120 8 1986 1986 NUM fbem-18145 120 9 ) ) PUNCT fbem-18145 120 10 . . PUNCT fbem-18145 121 1 generalized generalize VERB fbem-18145 121 2 autoregressive autoregressive ADJ fbem-18145 121 3 conditional conditional ADJ fbem-18145 121 4 heteroscedasticity heteroscedasticity NOUN fbem-18145 121 5 . . PUNCT fbem-18145 121 6 journal journal PROPN fbem-18145 121 7 of of ADP fbem-18145 121 8 econometrics econometric NOUN fbem-18145 121 9 , , PUNCT fbem-18145 121 10 31(3 31(3 NUM fbem-18145 121 11 ) ) PUNCT fbem-18145 121 12 , , PUNCT fbem-18145 121 13 307 307 NUM fbem-18145 121 14 - - SYM fbem-18145 121 15 327 327 NUM fbem-18145 121 16 . . PUNCT fbem-18145 122 1 [ [ X fbem-18145 122 2 12 12 NUM fbem-18145 122 3 ] ] X fbem-18145 122 4 engle engle PROPN fbem-18145 122 5 , , PUNCT fbem-18145 122 6 r. r. PROPN fbem-18145 122 7 f. f. PROPN fbem-18145 122 8 , , PUNCT fbem-18145 122 9 & & CCONJ fbem-18145 122 10 granger granger PROPN fbem-18145 122 11 , , PUNCT fbem-18145 122 12 c. c. PROPN fbem-18145 122 13 w. w. PROPN fbem-18145 122 14 j. j. PROPN fbem-18145 122 15 ( ( PUNCT fbem-18145 122 16 1987 1987 NUM fbem-18145 122 17 ) ) PUNCT fbem-18145 122 18 . . PUNCT fbem-18145 123 1 co co NOUN fbem-18145 123 2 - - NOUN fbem-18145 123 3 integration integration NOUN fbem-18145 123 4 and and CCONJ fbem-18145 123 5 error error NOUN fbem-18145 123 6 correction correction NOUN fbem-18145 123 7 : : PUNCT fbem-18145 123 8 representation representation NOUN fbem-18145 123 9 , , PUNCT fbem-18145 123 10 estimation estimation NOUN fbem-18145 123 11 , , PUNCT fbem-18145 123 12 and and CCONJ fbem-18145 123 13 testing testing NOUN fbem-18145 123 14 . . PUNCT fbem-18145 124 1 econometrica econometrica PROPN fbem-18145 124 2 , , PUNCT fbem-18145 124 3 55(2 55(2 NUM fbem-18145 124 4 ) ) PUNCT fbem-18145 124 5 , , PUNCT fbem-18145 124 6 251 251 NUM fbem-18145 124 7 - - SYM fbem-18145 124 8 276 276 NUM fbem-18145 124 9 . . PUNCT fbem-18145 125 1 [ [ X fbem-18145 125 2 13 13 NUM fbem-18145 125 3 ] ] PUNCT fbem-18145 125 4 sugiura sugiura NOUN fbem-18145 125 5 , , PUNCT fbem-18145 125 6 n. n. NOUN fbem-18145 125 7 ( ( PUNCT fbem-18145 125 8 1978 1978 NUM fbem-18145 125 9 ) ) PUNCT fbem-18145 125 10 . . PUNCT fbem-18145 126 1 further further ADJ fbem-18145 126 2 analysis analysis NOUN fbem-18145 126 3 of of ADP fbem-18145 126 4 the the DET fbem-18145 126 5 data datum NOUN fbem-18145 126 6 by by ADP fbem-18145 126 7 akaike akaike PROPN fbem-18145 126 8 ’s ’s PART fbem-18145 126 9 information information NOUN fbem-18145 126 10 criterion criterion NOUN fbem-18145 126 11 and and CCONJ fbem-18145 126 12 the the DET fbem-18145 126 13 finite finite ADJ fbem-18145 126 14 corrections correction NOUN fbem-18145 126 15 . . PUNCT fbem-18145 127 1 communications communication NOUN fbem-18145 127 2 in in ADP fbem-18145 127 3 statistics statistic NOUN fbem-18145 127 4 β€” β€” PUNCT fbem-18145 127 5 theory theory NOUN fbem-18145 127 6 and and CCONJ fbem-18145 127 7 methods method NOUN fbem-18145 127 8 a,7 a,7 NUM fbem-18145 127 9 , , PUNCT fbem-18145 127 10 1326 1326 NUM fbem-18145 127 11 . . PUNCT