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...
| Príomhchruthaitheoirí: | , , , |
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| Formáid: | Alt |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Hikari Ltd
2014
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| Ábhair: | |
| Rochtain ar líne: | http://umpir.ump.edu.my/id/eprint/7489/1/A_Hybrid_Model_for_Improving_Malaysian_Gold_Forecast_Accuracy.pdf |