Speculation, cross-market sentiment and the predictability of gold market volatility
Year of publication: |
2024
|
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Authors: | Niu, Zibo ; Demirer, Rıza ; Suleman, Muhammad Tahir ; Zhang, Hongwei |
Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 25.2024, 3, p. 278-295
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Subject: | Gold | Leverage effect | MCS test | Speculative sentiment | Volatility forecasting | Volatilität | Volatility | Spekulation | Speculation | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Anlageverhalten | Behavioural finance |
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