Essays about: "Yuchen Du"

Found 1 essay containing the words Yuchen Du.

  1. 1. Modelling and Forecasting Volatility of Gold Price with Other Precious Metals Prices by Univariate GARCH Models

    University essay from Statistiska institutionen

    Author : Yuchen Du; [2012]
    Keywords : gold price; volatility; precious metal; GARCH; EGARCH;

    Abstract : This paper aims to model and forecast the volatility of gold price with the help of other precious metals. The data applied for application part in the article involves three financial time series which are gold, silver and platinum daily spot prices. READ MORE