The Performance of Hybrid ARIMA-GARCH Modeling in Forecasting Gold Price
In any type of investment, risk and return of the asset is very important to investors. Since 2000s, gold has been considered as a valuable precious metal. It is the most popular commodity and is categorized as a healthy return investment. Hence, the models that reflect the structure and pattern of...
Main Authors: | , , , |
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Format: | Conference or Workshop Item |
Language: | English |
Published: |
2013
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Subjects: | |
Online Access: | http://umpir.ump.edu.my/id/eprint/4260/ http://umpir.ump.edu.my/id/eprint/4260/ http://umpir.ump.edu.my/id/eprint/4260/1/fist-2013-roslindar-the_performance_of.pdf |