The asymmetric volatility in the gold market revisited
Year of publication: |
January 2017
|
---|---|
Authors: | Todorova, Neda |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 150.2017, p. 138-141
|
Subject: | Gold futures | Realized volatility | Semivariance | Volatility asymmetry | HAR model | Volatilität | Volatility | Gold | Welt | World | ARCH-Modell | ARCH model |
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