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...

وصف كامل

محفوظ في:

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Mohamed, Siti Nor Hazanah
التنسيق:	أطروحة
اللغة:	English
منشور في:	2012
الموضوعات:	Q Science (General)
الوصول للمادة أونلاين:	http://eprints.utm.my/id/eprint/31515/1/SitiNorHazanahMohamedMFS2011.pdf
الوسوم:	إضافة وسم لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!

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