Preliminary analysis on hybrid Box-Jenkins - GARCH modeling in forecasting gold price
Gold has been regarded as a valuable precious metal and the most popular commodity as a healthy return investment. Hence, the analysis and prediction of gold price become very significant to investors. This study is a preliminary analysis on gold price and its volatility that focuses on the performa...
Main Authors: | , , , , , |
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Format: | Conference or Workshop Item |
Published: |
2015
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Subjects: |