Multifractal behavior in precious metals : wavelet coherency and forecasting by VARIMA and V-FARIMA models
Itir Doğangün, Gazanfer Ünal
| Year of publication: |
2019
|
|---|---|
| Authors: | Doğangün, Itir ; Ünal, Gazanfer |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 14.2019, 2, p. 1-12
|
| Subject: | Gold | platinum | MF-DFA | co-movement | wavelet coherence | Vector FARIMA | VARIMA | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Edelmetall | Precious metal |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495219500064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012030827