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person:"Meghir, Costas"
~isPartOf:"International journal of forecasting"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Berg, Gerard J. van den"
~person:"Dreger, Christian"
~person:"Gupta, Rangan"
~person:"Narayan, Paresh Kumar"
~person:"Schnabel, Claus"
~person:"Serletis, Apostolos"
~subject:"Welt"
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Meghir, Costas
Bahmani-Oskooee, Mohsen
Berg, Gerard J. van den
Dreger, Christian
Gupta, Rangan
Narayan, Paresh Kumar
Schnabel, Claus
Serletis, Apostolos
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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