The performance of hybrid arima-garch modeling in forecasting gold price

Gold has been considered a safe return investment because of its characteristic to hedge against inflation. As a result, the models to forecast gold must reflect its structure and pattern. Gold prices follow a natural univariate time series data and one of the methods to forecast gold prices is Box-...

Penerangan Penuh

Disimpan dalam:
Butiran Bibliografi
Pengarang-pengarang Utama: Yaziz, Siti Roslindar, Azizan, Noor Azlinna, Zakaria, Roslina, Ahmad, Maizah Hura
Format: Conference or Workshop Item
Diterbitkan: 2013
Subjek-subjek:
Capaian Atas Talian:http://eprints.utm.my/38578/
Penanda-penanda: Tambah Penanda
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