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Empirical analysis of gold price based on ARMA-GARCH model

Pan Guihao1,Hu Nailian1,Liu Huanzhong2,Li Guoqing1(1.School of Civil and Environmental Engineering,University of Science & Technology Beijing;2.Mining Co.of Capital Steel)  
Studying the dynamic evolution of gold price is significant.The ARMA-GARCH model of gold price is presented by time series theory,based on the afternoon fixing price of London gold market during 1971-01-2008-12.The gold price data of 2008 is empirically analyzed,and the results are very appropriate.This model can be taken advantage to describe the production process of gold price dynamically.And it's helpful to for gold products and investors to make more flexible and scientific decision-making.
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