A Hybrid Model for Improving Malaysian Gold Forecast Accuracy

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A Hybrid Model for Improving Malaysian Gold Forecast Accuracy

A hybrid model has been considered an effective way to improve forecast accuracy. This paper proposes the hybrid model of the linear autoregressive moving average (ARIMA) and the non-linear generalized autoregressive conditional heteroscedasticity (GARCH) in modeling and forecasting. Malaysian gold...

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Bibliographic Details
Main Authors:	Maizah Hura, Ahmad, Pung, Yean Ping, Siti Roslindar, Yaziz, Nor Hamizah, Miswan
Format:	Article
Language:	English
Published:	Hikari Ltd 2014
Subjects:	Q Science (General)
Online Access:	http://umpir.ump.edu.my/id/eprint/7489/ http://umpir.ump.edu.my/id/eprint/7489/1/A_Hybrid_Model_for_Improving_Malaysian_Gold_Forecast_Accuracy.pdf

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