Browsing Master of Science in Financial Mathematics by Subject "ALL SHARE PRICE INDEX"

Now showing items 1-2 of 2

Assessing the predictability of all share price index of Colombo stock exchange using different models : a case study during the COVID - 19 pandemic

Jayakody, G [Thesis-Abstract]

The aim of this investigation was to assess the predictability of three models: Autoregressive Integrated Moving Average (ARIMA), Seasonal Auto-regressive Integrated Moving Average (SARIMA), and Dynamic Harmonic Regression ...
Deterministic behavior of stochastic models to examine the volatility in Colombo stocks indices

Udeshika NBWI [Thesis-Full-text]

The study “Deterministic behavioral Stock Market Model to Examine the Volatility in Colombo Stock Indices” is done using daily stock market price indices of Colombo Stock Exchange (CSE) from 2000 to 2016. The main objective ...

Now showing items 1-2 of 2

Search UoM-IR