Volatility analysis of precious metals returns and oil returns : an ICSS approach
Lucia Morales; Bernadette Andreosso-O'Callaghan
| Year of publication: |
2014
|
|---|---|
| Authors: | Morales, Lucia ; Andréosso-O'Callaghan, Bernadette |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 38.2014, 3, p. 492-517
|
| Subject: | Stock Returns | Precious Metals Returns | ICSS Algorithm | GARCH and EGARCH Modeling | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schätzung | Estimation | Edelmetall | Precious metal | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Baumwollmarkt | Cotton market | 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/10010490962