Conditional quantiles and tail dependence in the volatilities of gold and silver
Elie Bouri, Naji Jalkh
| Year of publication: |
2019
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|---|---|
| Authors: | Bouri, Elie ; Jalkh, Naji |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 157.2019, p. 117-133
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| Subject: | Copula | ETF gold VIX | ETF silver VIX | Quantile regression | Tail dependence | Volatilität | Volatility | Gold | Silber | Silver | Indexderivat | Index derivative | Multivariate Verteilung | Multivariate distribution | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Goldstandard | Gold standard | Nichtparametrisches Verfahren | Nonparametric statistics |
| Description of contents: | Description [sciencedirect.com] ; Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 165, May 2021, Seite 279-281 Erratum enthalten in: Volume 176, December 2023, Seite 1-4 |
| Other identifiers: | 10.1016/j.inteco.2018.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012318694