Maizah Hura Ahmad, Pung Yean Ping, Siti Roslindar Yaziz, Nor Hamizah Miswan
      Forecasting Malaysian gold using a hybrid of ARIMA and GJR-GARCH models
      Applied Mathematical Sciences, Vol. 9, 2015, no. 30, 1491-1501
      http://dx.doi.org/10.12988/ams.2015.5124

Copyright © 2015 Maizah Hura Ahmad, Pung Yean Ping, Siti Roslindar Yaziz and Nor Hamizah Miswan. This article is distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Cited by (2):

Akash Dutt Dubey, Gold price prediction using support vector regression and ANFIS models, 2016 International Conference on Computer Communication and Informatics (ICCCI), (2016) [CrossRef]

Asma' Mustafa, Maizah Hura Ahmad and Norazlina Ismail, Modelling and Forecasting US Dollar/Malaysian Ringgit Exchange Rate, Reports on Economics and Finance, 3 (2016), no. 1, 1-13 [CrossRef]