A hybrid model for improving Malaysian gold forecast accuracy

A hybrid model for improving Malaysian gold forecast accuracy

A hybrid model has been considered an effective way to improve forecast accuracy. This paper proposes the hybrid model of the linear autoregressive moving average (ARIMA) and the non-linear generalized autoregressive conditional heteroscedasticity (GARCH) in modeling and forecasting. Malaysian gold...

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Bibliographic Details
Main Authors: Ahmad, Maizah Hura, Pung, Yean Ping, Yazir, Siti Roslindar, Miswan, Nor Hamizah
Format: Article
Language:English
Published: Hikari Ltd 2014
Subjects:
QA Mathematics
Online Access:http://eprints.utem.edu.my/id/eprint/13955/1/Nor_Hamizah%27s_Journal_%284%29.pdf
http://eprints.utem.edu.my/id/eprint/13955/
http://dx.doi.org/10.12988/ijma.2014.451 39
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Institution: Universiti Teknikal Malaysia Melaka
Language: English

Internet

http://eprints.utem.edu.my/id/eprint/13955/1/Nor_Hamizah%27s_Journal_%284%29.pdf
http://eprints.utem.edu.my/id/eprint/13955/
http://dx.doi.org/10.12988/ijma.2014.451 39

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