ARIMA and symmetric GARCH-type models in forecasting Malaysia gold price

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ARIMA and symmetric GARCH-type models in forecasting Malaysia gold price

Gold price modelling is crucial in gold price pattern determination since the information can be used for investors to enter and exit the market. The model selection is important and corresponds to the gold price movement characteristics. This study examines the forecasting performance of autoregres...

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Bibliographic Details
Main Authors:	Siti Roslindar, Yaziz, Roslinazairimah, Zakaria, Suhartono, .
Format:	Conference or Workshop Item
Language:	English
Published:	IOP Publishing 2019
Subjects:	QA Mathematics
Online Access:	http://umpir.ump.edu.my/id/eprint/27848/ http://umpir.ump.edu.my/id/eprint/27848/1/ARIMA%20and%20symmetric%20GARCH-type%20models%20in%20forecasting.pdf

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