A hybrid of bekk garch with neural network for modeling and forecasting time series
Gold prices change rapidly from time to time. The change is not only in the mean, but also in the variability of the series. The Malaysian Kijang Emas (MKE) is the official national bullion gold coin of Malaysia and it is high in demand. The purchase and resale prices of MKE are determined by the pr...
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Main Author: | Pung, Yean Ping |
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Format: | Thesis |
Language: | English |
Published: |
2021
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Subjects: | |
Online Access: | http://eprints.utm.my/id/eprint/101673/1/PungYeanPingPhDFS2021.pdf |
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