Gold future forecasting based on HAR model from 2019 to 2021

mortality forecasting based on lee-carter model

over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...

Har Modeling for Realized Volatility Forecasting

Gold Price Forecasting Using ARIMA Model

This study gives an inside view of the application of ARIMA time series model to forecast the future Gold price in Indian browser based on past data from November 2003 to January 2014 to mitigate the risk in purchases of gold. Hence, to give guideline for the investor when to buy or sell the yellow metal. This financial instrument has gained a lot of momentum in recent past as Indian economy is...

From 2009 to 2019: what a change!

May 2019 – The New York Times, the International Herald Tribune and the Frankfurter Allgemeine, based on a large survey conducted in the US, Canada, Europe, Australia and China, have concluded that the intensive care unit (ICU) is the most appealing workplace in the world. Financial institutions and the stock exchange had been ranking highest in these regular international surveys until 2008, w...

Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model

and Applied Analysis 3 daily return volatility, while most literatures on RV at present (such as Wang et al. [13] and Corsi [9]) have not taken it into consideration. According to researches of Martens [20] and Koopman et al. [6], considering the overnight return variance, we adjust RV as