A hybrid of bekk garch with neural network for modeling and forecasting time series

Gold prices change rapidly from time to time. The change is not only in the mean, but also in the variability of the series. The Malaysian Kijang Emas (MKE) is the official national bullion gold coin of Malaysia and it is high in demand. The purchase and resale prices of MKE are determined by the pr...

Full description

Saved in:
Bibliographic Details
Main Author: Pung, Yean Ping
Format: Thesis
Published: 2021
Online Access:http://eprints.utm.my/id/eprint/101673/1/PungYeanPingPhDFS2021.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!