This research aims to compare the performance of ARIMA as a linear model with that of the combination of ARIMA and GARCH family models to forecast S&P500 log returns in order to construct algorithmic investment strategies on this index. We used the data collected from Yahoo Finance with daily frequency for the period from 1 January 2000 to 31 December 2019. By using a rolling window a... https://balboasurfandsstylers.shop/product-category/hula-dolls/