The performance of hybrid arima-garch modeling in forecasting gold price
Gold has been considered a safe return investment because of its characteristic to hedge against inflation. As a result, the models to forecast gold must reflect its structure and pattern. Gold prices follow a natural univariate time series data and one of the methods to forecast gold prices is Box-...
Main Authors: | Yaziz, Siti Roslindar, Azizan, Noor Azlinna, Zakaria, Roslina, Ahmad, Maizah Hura |
---|---|
Format: | Conference or Workshop Item |
Published: |
2013
|
Subjects: |
Similar Items
-
Innovations in the ARIMA - GARCH Modeling in Forecasting Gold Price
by: Siti Roslindar, Yaziz, et al.
Published: (2014) -
The Performance of Hybrid ARIMA-GARCH Modeling in Forecasting Gold Price
by: Siti Roslindar, Yaziz, et al.
Published: (2013) -
Modelling gold price using ARIMA-TGARCH
by: Siti Roslindar, Yaziz, et al.
Published: (2016) -
Forecasting Malaysian Gold Using a Hybrid of ARIMA and GJR-GARCH Models
by: Siti Roslindar, Yaziz, et al.
Published: (2015) -
Preliminary Analysis on Hybrid Box-Jenkins - GARCH Modeling In Forecasting Gold Price
by: Siti Roslindar, Yaziz, et al.
Published: (2015)