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Preliminary Analysis on Hybrid Box-Jenkins - GARCH Modeling In Forecasting Gold Price

Gold has been regarded as a valuable precious metal and the most popular commodity as a healthy return investment. Hence, the analysis and prediction of gold price become very significant to investors. This study is a preliminary analysis on gold price and its volatility that focuses on the performa...

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Bibliographic Details
Main Authors: Siti Roslindar, Yaziz, Noor Azlinna, Azizan, Maizah Hura, Ahmad, Roslinazairimah, Zakaria, Agrawal, Manju, Boland, John
Format: Conference or Workshop Item
Language:English
Published: 2015
Subjects:
QA Mathematics
Online Access:http://umpir.ump.edu.my/id/eprint/8836/1/fist-2015-roslindar-Preliminary%20analysis%20on%20hybrid.pdf
http://umpir.ump.edu.my/id/eprint/8836/
http://dx.doi.org/10.1063/1.4907458
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http://umpir.ump.edu.my/id/eprint/8836/1/fist-2015-roslindar-Preliminary%20analysis%20on%20hybrid.pdf
http://umpir.ump.edu.my/id/eprint/8836/
http://dx.doi.org/10.1063/1.4907458

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