Trading gold future with ARIMA-GARCH model
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Cites work
- Analysis of Financial Time Series
- ARCH modeling in finance. A review of the theory and empirical evidence
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Forecasting Stock Market Volatility with Regime-Switching GARCH Models
- Generalized autoregressive conditional heteroscedasticity
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- What good is a volatility model?
Cited in
(5)- Forecasting of global market prices of major financial instruments
- Providing a model for predicting futures contract of gold coin price by using models based on \(Z\)-numbers
- Fluctuation characteristics of Chinese gold futures market and forecasting model
- Modeling and forecasting volatility series: with reference to gold prize
- scientific article; zbMATH DE number 6881157 (Why is no real title available?)
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