A Hybrid Model for Improving Malaysian Gold Forecast Accuracy

• Main Authors: Maizah Hura, Ahmad, Pung, Yean Ping, Siti Roslindar, Yaziz, Nor Hamizah, Miswan
• Format: Article
• Language: English
• Published: Hikari Ltd 2014
• Subjects: Q Science (General)
• Online Access: http://umpir.ump.edu.my/id/eprint/7489/1/A_Hybrid_Model_for_Improving_Malaysian_Gold_Forecast_Accuracy.pdf; http://umpir.ump.edu.my/id/eprint/7489/; http://dx.doi.org/10.12988/ijma.2014.45139

A hybrid model has been considered an effective way to improve forecast accuracy. This paper proposes the hybrid model of the linear autoregressive moving average (ARIMA) and the non-linear generalized autoregressive conditional heteroscedasticity (GARCH) in modeling and forecasting. Malaysian gold...