Quantile behaviour of cointegration between silver and gold prices
Year of publication: |
November 2016
|
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Authors: | Zhu, Huiming ; Peng, Cheng ; You, Wan-hai |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 19.2016, p. 119-125
|
Subject: | Gold price | Silver price | Quantile cointegration | QARDL model | Market states | Kointegration | Cointegration | Gold | Silber | Silver | Preis | Price | Goldpreis | Silberstandard | Silver standard | Goldstandard | Gold standard |
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