Modelling and forecasting gold price return and its volatility

• Main Authors: Nurul Nisa’, Khairol Azmi, Izzah Nazatul Nazihah, Ejap, Nur Hamizah, Mohd Ariff, Nur Huda Athirah, Abdullah
• Other Authors: [e-mail]
• Format: Article
• Language: English
• Published: Institute of Engineering Mathematics, Universiti Malaysia Perlis 2023
• Subjects: GARCH; Gold price; Price return; Forecasting; Volatility
• Online Access: http://dspace.unimap.edu.my:80/xmlui/handle/123456789/77709
• Institution: Universiti Malaysia Perlis

Link to publisher's homepage at https://amci.unimap.edu.my/