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...

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Bibliographic Details
Main Authors: Siti Roslindar, Yaziz, Noor Azlinna, Azizan, Roslinazairimah, Zakaria, Maizah Hura, Ahmad
Format: Conference or Workshop Item
Language:English
Published: 2013
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