Short-term forecast of gold price using generalized autoregressive conditional heteroscedastic models
Gold is used in many industries and it is popular as a good investment. However, its price can fluctuate widely. There are many mathematical models that can be used to forecast gold prices. In this study, the Generalised Autoregressive Conditional Heteroscedastic (GARCH) and Autoregressive Integrate...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/31515/1/SitiNorHazanahMohamedMFS2011.pdf |
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