Estimation of return stock rate by using wavelet and kernel smoothers

Younis A. Hassan, Munaf Y. Hmood

Abstract


This article aim to estimate the Return Stock Rate of the private banking sector, with two banks, by adopting a Partial Linear Model based on the Arbitrage Pricing Model (APT) theory, using Wavelet and Kernel Smoothers. The results have proved that the wavelet method is the best. Also, the results of the market portfolio impact and inflation rate have proved an adversely effectiveness on the rate of return, and direct impact of the money supply.

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DOI: http://dx.doi.org/10.21533/pen.v8i2.1195

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Copyright (c) 2020 Younis A. Hassan, Munaf Y. Hmood

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.

ISSN: 2303-4521

Digital Object Identifier DOI: 10.21533/pen

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License