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مؤتمراسعار الاسهم

مؤتمراسعار الاسهم

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Published by serpon

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Published by: serpon on Nov 28, 2008
Copyright:Attribution Non-commercial

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12/15/2013

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
ﻡ١٧،ﻉ٢


Box
-
Jenkins
 
Method
 
ﻡﺎﻨﻐﻟﺍ
 
ﷲﺍﺪﺒﻋ
 
ﻦﺑ
 
ﺪﲪ
       
– 
 
– 

 
 
ﺺﻠﺨﺘﺴﳌﺍ

1985

2002
  


 
 – 
 
 
(ADF)



(ACF)


 
 
 

 
 
 
 

 
 
   
 


 
(Box - Jenkins)

 
 
 
 
 
 
 
(Akaike)
(Schwarz)

 
 

 



 
 

 
 


 

 

 

 
 

 

 

 
١
.
ﺔﻣﺪﻘﻣ


 
 
 

 
 
 
 

 

 
 
 
 
 

 

 

 

 
 


 

 

 
 




 

 
 

 

 

 

 







 
 

 








 
 

 
 
 
 
 

 

 


 

 


 

 
 


 

 
 

 

 

 


 

 










 
 
 


 


 
 
 



 

 
 


 


 



 
 
 


 
 

 


 
  
 
 
 
 
 



 


 


 

 
 

 
 
 

 


 
 
 

 

(TurnoverRatio)
 


(Al-Bqami-2000)
 

 



 
 
 
 
 

 
 

 
 
(Butler, etal, 1992)
(Khababah, 1998)

(Abraham and Alsakran, 2002)
 
 
 
 

 

 
 

 
 
 

 
 



 

 
 
 
 
 


 
 

 


 

 
 
 

 
 



 
 
 
 
 


 
 

 

 
 

 
 
(Official Market Makers)(Al-Bqami, 2000)



 

(Index)

 

 


 

 

 
 
 



 
 


[1]








 
 
 



 


 


 
 
 


 

 
 

 
 

 


 

 
 





 
 
 


 
 
 
 


 


 


 

 
 

 
 

 
 
 

 


 


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