Modelling Gold Price using ARIMA – TGARCH

Statistical models can be used to characterize numerical data so as to understand its behavior and pattern. Gold price model, for example, can give signals to investors as to when they should enter and/or exit the market. To find an appropriate gold price model, it is crucial to choose a model that...

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Bibliographic Details
Main Authors: Siti Roslindar, Yaziz, Noor Azlinna, Azizan, Maizah Hura, Ahmad, Roslinazairimah, Zakaria
Format: Article
Published: Hikari 2016
Subjects:
Online Access:http://dx.doi.org/10.12988/ams.2016.511716
http://dx.doi.org/10.12988/ams.2016.511716
http://umpir.ump.edu.my/14660/1/Modelling%20Gold%20Price%20using%20ARIMA%20%E2%80%93%20TGARCH.pdf
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