Innovations in the ARIMA - GARCH Modeling in Forecasting Gold Price
Gold has been the most popular commodity as a healthy return investment due to its unique properties as a safe haven asset. Therefore, it is crucial to develop a model that reflects the pattern of the gold price movement since it become very significant to investors. In developing a model, the innov...
| Main Authors: | , , , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/8613/ http://umpir.ump.edu.my/id/eprint/8613/ http://umpir.ump.edu.my/id/eprint/8613/1/fist-2014-roslinazairimah-Innovations_in_the_ARIMA.pdf |