ON APPLICATION OF MULTIREGRESSION MODEL FOR FORECASTING OF STOCK MARKET STATE
Abstract
The article considers issues of regression models building at forecasting of stock market state; estimate of modern state of information base of the study is given; dynamic model is built; assessment of its statistical reliability is conducted; limitations are set and forecast calculations under these limitations are made; conclusions and suggestions are made.
About the Author
I. V. Maier
Novosibirsk State University of Economics and Management
Russian Federation
Postgraduate
Russian Federation
Postgraduate
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Review
For citations:
Maier I.V. ON APPLICATION OF MULTIREGRESSION MODEL FOR FORECASTING OF STOCK MARKET STATE. Vestnik NSUEM. 2014;(1):178-184. (In Russ.)
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