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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書目詳細資料
主要作者: Pung, Yean Ping
格式: Thesis
語言:English
出版: 2013
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在線閱讀:http://eprints.utm.my/id/eprint/47930/25/PungYeanPingMFS2013.pdf
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