ON APPLICATION OF MULTIREGRESSION MODEL FOR FORECASTING OF STOCK MARKET STATE
I.V. Maier
Novosibirsk State University of Economics and Management, Novosibirsk
Keywords: stock market, financial instruments, financial crisis, share market, multiple regression analysis, investment, forecasting, financial markets volume
Subsection: STATISTICS AND ECONOMIC DIMENSION
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.
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