Short-term forecast of gold price using generalized autoregressive conditional heteroscedastic models

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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書目詳細資料
主要作者:	Mohamed, Siti Nor Hazanah
格式:	Thesis
語言:	English
出版:	2012
主題:	Q Science (General)
在線閱讀:	http://eprints.utm.my/id/eprint/31515/1/SitiNorHazanahMohamedMFS2011.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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