Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Yu Wei, Yizhi Wang, Brian M. Lucey, Samuel A. Vigne
| Year of publication: |
2023
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|---|---|
| Authors: | Wei, Yu ; Wang, Yizhi ; Lucey, Brian M. ; Vigne, Samuel A. |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 29.2023, p. 1-16
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| Subject: | Cryptocurrency uncertainty | Precious metal | Volatility forecasting | Model evaluation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency | Edelmetall | Gold | Risiko | Risk | Silber | Silver |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2022.100305 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014277412