Open AccessGeneralized dynamic principal component for monthly nonstationary stock market price in technology sector
Author(s) -
Yusrina Andu,
Muhammad Hisyam Lee,
Zakariya Yahya Algamal
Publication year - 2018
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1132/1/012076
Subject(s) - principal component analysis , econometrics , stock market , moving average , stock (firearms) , economics , stock price , mathematics , statistics , series (stratigraphy) , engineering , mechanical engineering , paleontology , horse , biology