A Hybrid Model for Improving Malaysian Gold Forecast Accuracy

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...

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Bibliographic Details
Main Authors: Maizah Hura, Ahmad, Pung, Yean Ping, Siti Roslindar, Yaziz, Nor Hamizah, Miswan
Format: Article
Language:English
Published: Hikari Ltd 2014
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/7489/1/A_Hybrid_Model_for_Improving_Malaysian_Gold_Forecast_Accuracy.pdf