World Gold Price Forecast using APARCH, EGARCH and TGARCH Model
Abstract Investment is a process of investing money for profit or material result. One investment commodity is gold. Gold is a precious metal in which the value tends to fluctuate over time. This indicates that there is a non-constant variance called heteroscedasticity. The appropriate time-series m...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
UIN Syarif Hidayatullah
2020-05-01
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| Series: | InPrime |
| Subjects: | |
| Online Access: | https://journal.uinjkt.ac.id/index.php/inprime/article/view/14779 |