Innovations in the ARIMA - GARCH Modeling in Forecasting Gold Price

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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...

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Bibliographic Details
Main Authors:	Siti Roslindar, Yaziz, Roslinazairimah, Zakaria, Noor Azlinna, Azizan, Maizah Hura, Ahmad, Agrawal, Manju, Boland, John
Format:	Conference or Workshop Item
Language:	English
Published:	2014
Subjects:	Q Science (General)
Online Access:	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

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