{"id":{"repo_id":"cape-town","oai_identifier":"oai:open.uct.ac.za:11427/10289"},"canonical_url":"https://search.dev.ndltd.org/etd/cape-town/oai:open.uct.ac.za:11427/10289","repository":{"repo_id":"cape-town","name":"University of Cape Town","base_url":"https://open.uct.ac.za/oai/request"},"display":{"title":"Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach","abstract":"Derivative instruments that rely on the price of gold are traded in large volumes. A significant number of these instruments are influenced by the volatility of gold price movements. Hence, it is important to understand the volatility of this commodity when developing successful trading and hedging strategies. In this thesis, use is made of various GARCH models that are evaluated using both in-sample and out-of-sample criteria.","abstract_html":"Derivative instruments that rely on the price of gold are traded in large volumes. A significant number of these instruments are influenced by the volatility of gold price movements. Hence, it is important to understand the volatility of this commodity when developing successful trading and hedging strategies. In this thesis, use is made of various GARCH models that are evaluated using both in-sample and out-of-sample criteria.","abstract_has_math":false,"creators":["Cuningham, Blake"],"institution":"School of Management Studies","degree_name":null,"degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":[],"advisors":["Kotze, Kevin"],"committee_chairs":[],"committee_members":[],"year":2011,"date_issued":"2011","date_published":"2011","updated_at":"2026-07-22T22:23:19Z","subjects":[],"languages":["eng"],"rights":[],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"http://hdl.handle.net/11427/10289","outbound_label":"Handle","outbound_source":"dc:identifier.uri"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor.advisor","label":"Advisor","values":["Kotze, Kevin"]},{"key":"dc:creator","label":"Author","values":["Cuningham, Blake"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date.accessioned","label":"Dc Date Accessioned","values":["2014-12-27T19:47:06Z"]},{"key":"dc:date.available","label":"Dc Date Available","values":["2014-12-27T19:47:06Z"]},{"key":"dc:date.issued","label":"Date","values":["2011"]},{"key":"dc:publisher.department","label":"Dc Publisher Department","values":["School of Management Studies"]},{"key":"dc:publisher.institution","label":"Dc Publisher Institution","values":["University of Cape Town"]},{"key":"dc:type","label":"Dc Type","values":["Master Thesis"]},{"key":"dc:type.qualificationlevel","label":"Dc Type Qualificationlevel","values":["Masters"]},{"key":"dc:type.qualificationname","label":"Dc Type Qualificationname","values":["MCom"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language.iso","label":"Language (ISO)","values":["eng"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier.uri","label":"Identifier URI","values":["http://hdl.handle.net/11427/10289"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description.abstract","label":"Abstract","values":["Derivative instruments that rely on the price of gold are traded in large volumes. A significant number of these instruments are influenced by the volatility of gold price movements. Hence, it is important to understand the volatility of this commodity when developing successful trading and hedging strategies. In this thesis, use is made of various GARCH models that are evaluated using both in-sample and out-of-sample criteria."]},{"key":"dc:title","label":"Title","values":["Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach"]}]}],"canonical_facts":{"dc:contributor.advisor":["Kotze, Kevin"],"dc:creator":["Cuningham, Blake"],"dc:date.accessioned":["2014-12-27T19:47:06Z"],"dc:date.available":["2014-12-27T19:47:06Z"],"dc:date.issued":["2011"],"dc:description.abstract":["Derivative instruments that rely on the price of gold are traded in large volumes. A significant number of these instruments are influenced by the volatility of gold price movements. Hence, it is important to understand the volatility of this commodity when developing successful trading and hedging strategies. In this thesis, use is made of various GARCH models that are evaluated using both in-sample and out-of-sample criteria."],"dc:identifier.uri":["http://hdl.handle.net/11427/10289"],"dc:language.iso":["eng"],"dc:publisher.department":["School of Management Studies"],"dc:publisher.institution":["University of Cape Town"],"dc:title":["Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach"],"dc:type":["Master Thesis"],"dc:type.qualificationlevel":["Masters"],"dc:type.qualificationname":["MCom"]},"updated_at":"2026-07-22T22:23:19Z"}