Forecasting the Pharmaceutical Stock Prices in China in the Context of the Coronavirus Crisis Based on ARIMA-GARCH Model

DOI

10.2991/978-94-6463-005-3_79How to use a DOI?

Keywords

COVID-19; forecasting; stock price; time-series; ARIMA-GARCH; China

Abstract

This paper researches the future trend of the Chinese pharmaceutical company’s stock prices in the Covid-19 pandemic. Through the optimized ARIMA-GARCH model, this paper investigates the China National Medicines Corporation stock representing the Chinese pharmaceutical stocks. The data analysis provides reliable support for future investment strategies in Chinese pharmaceutical stocks for investors.

Copyright

© 2023 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Lingxian Zhu
PY  - 2022
DA  - 2022/11/10
TI  - Forecasting the Pharmaceutical Stock Prices in China in the Context of the Coronavirus Crisis Based on ARIMA-GARCH Model
BT  - Proceedings of the 2022 3rd International Conference on E-commerce and Internet Technology (ECIT 2022)
PB  - Atlantis Press
SP  - 786
EP  - 795
SN  - 2589-4943
UR  - https://doi.org/10.2991/978-94-6463-005-3_79
DO  - 10.2991/978-94-6463-005-3_79
ID  - Zhu2022
ER  -