Modelling gold price using ARIMA-TGARCH
Statistical models can be used to characterize numerical data so as to understand its behavior and pattern. Gold price model, for example, can give signals to investors as to when they should enter and/or exit the market. To find an appropriate gold price model, it is crucial to choose a model that...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hikari
2016
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/14660/ http://umpir.ump.edu.my/id/eprint/14660/ http://umpir.ump.edu.my/id/eprint/14660/ http://umpir.ump.edu.my/id/eprint/14660/1/Modelling%20Gold%20Price%20using%20ARIMA%20%E2%80%93%20TGARCH.pdf |