The Performance of Hybrid ARIMA-GARCH Modeling in Forecasting Gold Price

In any type of investment, risk and return of the asset is very important to investors. Since 2000s, gold has been considered as a valuable precious metal. It is the most popular commodity and is categorized as a healthy return investment. Hence, the models that reflect the structure and pattern of...

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Butiran Bibliografi
Pengarang-pengarang Utama: Siti Roslindar, Yaziz, Noor Azlinna, Azizan, Roslinazairimah, Zakaria, Maizah Hura, Ahmad
Format: Conference or Workshop Item
Diterbitkan: 2013
Subjek-subjek:
Capaian Atas Talian:http://www.mssanz.org.au/modsim2013/F2/yaziz.pdf
http://www.mssanz.org.au/modsim2013/F2/yaziz.pdf
http://umpir.ump.edu.my/4260/1/fist-2013-roslindar-the_performance_of.pdf
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