The Performance of Hybrid ARIMA-GARCH Modeling in Forecasting Gold Price

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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:	QA76 Computer software
Online Access:	http://umpir.ump.edu.my/id/eprint/4260/ http://umpir.ump.edu.my/id/eprint/4260/1/fist-2013-roslindar-the_performance_of.pdf

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