Dynamic relationship between precious metals
Year of publication: |
2013
|
---|---|
Authors: | Sensoy, Ahmet |
Published in: |
Resources Policy. - Elsevier, ISSN 0301-4207. - Vol. 38.2013, 4, p. 504-511
|
Publisher: |
Elsevier |
Subject: | Volatility shift contagion | Precious metals | Consistent dynamic conditional correlation | Penalized contrast function | Dynamic equicorrelation |
-
Sensoy, Ahmet, (2013)
-
Dynamic convergence of commodity futures: Not all types of commodities are alike
Sensoy, Ahmet, (2015)
-
A comparative analysis of the dynamic relationship between oil prices and exchange rates
Turhan, M. Ibrahim, (2014)
- More ...
-
European Economic and Monetary Union Sovereign Debt Markets
Sensoy, Ahmet, (2014)
-
Forecasting high‐frequency excess stock returns via data analytics and machine learning
Akyildirim, Erdinc, (2021)
-
On the role of commodity futures in portfolio diversification
Lean, Hooi Hooi, (2021)
- More ...