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The Importance of Gold’s Effect on Investment and Predicting the World Gold Price Using the ARIMA and ARIMA-GARCH Model
16 references·0 citing·36 second hop
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,836 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,695 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2009An artificial neural network (p,d,q) model for timeseries forecasting785 cited
  • 2005Gold as a hedge against the dollar572 cited
  • 2004GOLD AS AN INFLATION HEDGE?283 cited
  • 2010Gold and oil futures markets: Are markets efficient?238 cited
  • 2012Gold as an inflation hedge in a time-varying coefficient framework213 cited
  • 2019Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm189 cited
  • 2015Are gold and silver a hedge against inflation? A two century perspective182 cited
  • 2013An analysis of commodity markets: What gain for investors?167 cited
  • 2016Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation

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148 cited
  • 2024Economic growth and environmental impact: Assessing the role of geothermal energy in developing and developed countries110 cited
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