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...
محفوظ في:
المؤلف الرئيسي: | Pung, Yean Ping |
---|---|
التنسيق: | أطروحة |
اللغة: | English |
منشور في: |
2013
|
الموضوعات: | |
الوصول للمادة أونلاين: | http://eprints.utm.my/id/eprint/47930/25/PungYeanPingMFS2013.pdf |
الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
مواد مشابهة
-
Symmetric and asymmetric garch models for forecasting the prices of gold
بواسطة: Pung, Yean Ping,
منشور في: (2013) -
Short-term forecast of gold price using generalized autoregressive conditional heteroscedastic models
بواسطة: Mohamed, Siti Nor Hazanah
منشور في: (2012) -
Modelling and forecasting the predictability of stock market return in asian countries by using hybrid arima-garch models
بواسطة: Siow, Kent Woh
منشور في: (2020) -
A hybrid of bekk garch with neural network for modeling and forecasting time series
بواسطة: Pung, Yean Ping
منشور في: (2021) -
Modified Box-Jenkins and GARCH for forecasting highly volatile time series data
بواسطة: Siti Roslindar, Yaziz
منشور في: (2019)