University of South Florida, Florida, FL33620, USA
Research purposes: to study the correlation between Hushen 300 index and its lagged index. The specific methods is as follows: establishing the auto-regressive model (AR (P)). And the conclusion is that the model results show that the index of four days and six days ago are of great reference for the prediction of Hushen 300 index on that day. There was a positive correlation between the four days ago and that day in terms of Hushen 300 index, and on the contrary, there is a negative correlation between six days ago and the same day of Hushen 300 index.
Stock market prediction, Stock market volatility, Stock price forecasting
Wengeng Cui. Data Analysis on Hushen 300 Index. The Frontiers of Society, Science and Technology (2022) Vol. 4, Issue 5: 5-8. https://doi.org/10.25236/FSST.2022.040502.
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