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...
| Автори: | , , , |
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| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Hikari Ltd
2014
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| Предмети: | |
| Онлайн доступ: | http://umpir.ump.edu.my/id/eprint/7489/1/A_Hybrid_Model_for_Improving_Malaysian_Gold_Forecast_Accuracy.pdf |