Non-linear volatility dynamics and risk management of precious metals
Sercan Demiralay; Veysel Ulusoy
| Year of publication: |
2014
|
|---|---|
| Authors: | Demiralay, Sercan ; Ulusoy, Veysel |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 30.2014, p. 183-202
|
| Subject: | Long memory | Value-at-risk | Volatility modeling | Precious metals prices | Volatilität | Volatility | Risikomaß | Risk measure | Edelmetall | Precious metal | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Welt | World | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010463518