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Indexed by:会议论文

Date of Publication:2014-01-01

Included Journals:CPCI-SSH

Page Number:203-208

Key Words:gold; price; ARMA model; forecast

Abstract:Gold is one of the main investment instruments and investors always pay close attention to gold price. This paper collects gold price data from September 2011 to September 2013, and establishes ARMA model to forecast gold price in China. Gold price will be adjusted in a short time. We make suggestion that government expend gold reserves at appropriate time to cope with financial risks.