Symmetric and asymmetric garch models for forecasting the prices of gold

Gold prices forecasts are of interest to many people. Gold prices however, change rapidly from period to period. In short, they are not constant. The change is not only in the mean, but also in the variability of the gold prices series. Daily gold prices per ounce, from January 3, 2000 to December 3...

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Bibliographic Details
Main Author: Pung, Yean Ping
Format: Thesis
Language:English
Published: 2013
Subjects:
Online Access:http://eprints.utm.my/id/eprint/47930/25/PungYeanPingMFS2013.pdf
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