Reliable gold price predictor

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Reliable gold price predictor

The hybrid Box-Jenkins – GARCH (BJ-G) model has been shown to be a reliable model in forecasting gold price. A comprehensive algorithm using BJ-G model is proposed to forecast gold price. Daily world gold price is used in testing the forecasting performance of the proposed algorithm.

Bibliographic Details
Main Authors:	Siti Roslindar, Yaziz, Roslinazairimah, Zakaria, Maizah Hura, Ahmad
Format:	Conference or Workshop Item
Language:	English
Published:	2018
Subjects:	QA76 Computer software
Online Access:	http://umpir.ump.edu.my/id/eprint/21854/ http://umpir.ump.edu.my/id/eprint/21854/1/8%29%20SITI%20ROSLINDAR.pdf

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