scientific article; zbMATH DE number 7247584

zbMath1463.62325MaRDI QIDQ5120565

Nop Sopipan

Publication date: 15 September 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/3188

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

forecastingvolatilitygold priceARIMA-GARCH

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Uses Software

• FinTS

Cites Work

• Unnamed Item
• ARCH modeling in finance. A review of the theory and empirical evidence
• Generalized autoregressive conditional heteroscedasticity
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Forecasting Stock Market Volatility with Regime-Switching GARCH Models
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• What good is a volatility model?
• Analysis of Financial Time Series

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