Determination of Sample Size for Higher Volatile Data Using New Framework of Box-Jenkins Model With GARCH: A Case Study on Gold Price
The model of Box-Jenkins - GARCH has been shown to be a promising tool for forecasting higher volatile time series. In this study, the framework of determining the optimal sample size using Box-Jenkins model with GARCH is proposed for practical application in analysing and forecasting higher volatil...
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IOP Publishing
2017
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| பகà¯à®¤à®¿à®•à®³à¯: | |
| நிகழà¯à®¨à®¿à®²à¯ˆ அணà¯à®•à®²à¯: | http://dx.doi.org/10.1088/1742-6596/890/1/012161 http://dx.doi.org/10.1088/1742-6596/890/1/012161 http://umpir.ump.edu.my/17406/1/Determination%20of%20sample%20size%20for%20higher%20volatile%20data%20using%20new%20framework%20of%20Box-Jenkins%20model%20with%20GARCH-%20A%20case%20study%20on%20gold%20price.pdf |
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