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: Yaziz, Siti Roslindar, Azizan, Noor Azlinna, Ahmad, Maizah Hura, Zakaria, Roslinazairimah, Agrawal, Manju, Boland, John
Format: Conference or Workshop Item
Published: 2015
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Online Access:http://eprints.utm.my/id/eprint/59428/
http://dx.doi.org/10.1063/1.4907458
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