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 |
| Language: | English |
| Published: |
2015
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/8836/ http://umpir.ump.edu.my/id/eprint/8836/ http://umpir.ump.edu.my/id/eprint/8836/1/fist-2015-roslindar-Preliminary%20analysis%20on%20hybrid.pdf |