Gold price forecasting using ARIMA-GARCH model during COVID-19 pandemic outbreak
Gold has been considered one of the most reliable assets in finance and a safe-haven investment, especially during turbulent conditions in the economy. Taking this into consideration, a new interest began to take place in the study of gold prices during financial turmoil, especially during the unpre...
Published in: | AIP Conference Proceedings |
---|---|
Main Author: | Naji A.S.M.; Yaziz S.R.; Zakaria R.; Mohamad N.N.; Radi N.F.A. |
Format: | Conference paper |
Language: | English |
Published: |
American Institute of Physics
2024
|
Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85188417024&doi=10.1063%2f5.0193381&partnerID=40&md5=f685958cf3bae666fd03119964ca4895 |
Similar Items
-
Modelling and forecasting S&P 500 stock prices using hybrid Arima-Garch Model
by: Mustapa F.H.; Ismail M.T.
Published: (2019) -
Volatility modelling of Malaysia Islamic and conventional stock prices by using GARCH and EGARCH model
by: Hussin S.A.S.; Latip A.H.A.; Zahid Z.
Published: (2024) -
Autoregressive Integrated Moving Average (ARIMA) Algorithm Adaptation for Business Financial Forecasting
by: Samah K.A.F.A.; Mohd Khalid N.A.; Jasmis J.; Deraman N.A.; Riza L.S.; Othman Z.
Published: (2024) -
Global warming in Cameron Highlands: Forecasting its temperature level via ARIMA vs ARAR
by: Zamri N.R.; Azmi N.N.K.
Published: (2021) -
Modelling and Forecasting the Trend in Cryptocurrency Prices
by: Rashid N.A.; Ismail M.T.
Published: (2023)