ARIMA and symmetric GARCH-type models in forecasting Malaysia gold price
Gold price modelling is crucial in gold price pattern determination since the information can be used for investors to enter and exit the market. The model selection is important and corresponds to the gold price movement characteristics. This study examines the forecasting performance of autoregres...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
IOP Publishing
2019
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/27848/1/ARIMA%20and%20symmetric%20GARCH-type%20models%20in%20forecasting.pdf http://umpir.ump.edu.my/id/eprint/27848/ https://doi.org/10.1088/1742-6596/1366/1/012126 |
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