Empirical analysis on international gold price monitoring based on GARCH control chart

DOI10.3969/J.ISSN.1673-5862.2018.02.013zbMATH Open1413.91032MaRDI QIDQ4688792FDOQ4688792

Authors: Qing Wang, Guohua Ma, Hongmei Li 

Publication date: 22 October 2018

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zbMATH Keywords

GARCH modelgold priceresidual control chart

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (2)

• The chaotic characteristics and structural optimization of China's international reserve
• Intervention analysis of gold daily trading price timing model

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