Keywords: ARIMA
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Journal Articles
Journal of Advances in Management Research (2017) 14 (4): 481–526.
Published: 02 October 2017
... is adopted to extract independent factors. Seven different linear regression and auto regressive integrated moving average (ARIMA) models are employed for forecasting EUA returns and isolating their price determinants. The seven models are then compared and the one with minimum (root mean square error...

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