Volatility analysis of precious metals returns and oil returns : an ICSS approach
Year of publication: |
2014
|
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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 | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Edelmetall | Precious metal |
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