Kumaraswamy, Sumathi; Abdulla, Yomna; Shrikant … - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-16
protect their portfolios during and post-pandemic period. This paper attempts to forecast the gold prices for the post …-pandemic era and explores whether gold will serve as a decisive hedge during this transition period. The techniques of ARCH, GARCH …, E-GARCH, A-PARCH, and GARCH-M is employed in forecasting the conditional volatility of gold spot price from Multi …