Comovements of gold futures markets and the spot market : a wavelet analysis
Year of publication: |
March 2018
|
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Authors: | Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Roubaud, David |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 19-24
|
Subject: | Gold futures and spot market | Wavelet analysis | Wavelet multiple correlation | Wavelet multiple cross correlation | Zustandsraummodell | State space model | Gold | Korrelation | Correlation | Warenbörse | Commodity exchange | Spotmarkt | Spot market | Derivat | Derivative | Schätzung | Estimation |
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