TIME SERIES ANALYSIS AND MATHEMATICAL MODELING OF GENERAL INDEX OF DSE

Authors:

Moumita Das,M.M. Rahman,M.G. Arif,M.M. Hossen,A. Polin,

DOI NO:

https://doi.org/10.26782/jmcms.2011.01.00006

Keywords:

time series,market volatility,stock price,statistical measure,

Abstract

In our study we have analyzed the market volatility in stock prices in the Dhaka stock Exchange (DSE) during 2005-2008. Frist of all the row data is collected from DSE (Dhaka Stock Exchange Deperment). Then we have analyzed the data in two way, one is based on statistical measure and the other is curve fitting. We also explor the trend of general index of DSE in the from of differential equatiol with the  help of least square method.

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Moumita Das, M. M. Rahman, M. G. Arif, M. M. Hossen ,A. Polin View Download