Innovations in the ARIMA - GARCH Modeling in Forecasting Gold Price

• Main Authors: Siti Roslindar, Yaziz, Roslinazairimah, Zakaria, Noor Azlinna, Azizan, Maizah Hura, Ahmad, Agrawal, Manju, Boland, John
• Format: Conference or Workshop Item
• Language: English
• Published: 2014
• Subjects: Q Science (General)
• Online Access: http://umpir.ump.edu.my/id/eprint/8613/1/fist-2014-roslinazairimah-Innovations_in_the_ARIMA.pdf; http://umpir.ump.edu.my/id/eprint/8613/; https://drive.google.com/file/d/0B02jW7Y1R3ICX0s0dG9XN3I1dVU/view?usp=sharing

Gold has been the most popular commodity as a healthy return investment due to its unique properties as a safe haven asset. Therefore, it is crucial to develop a model that reflects the pattern of the gold price movement since it become very significant to investors. In developing a model, the innov...