Arouri, Mohamed El Hedi; Hammoudeh, Shawkat; Lahiani, Amine - In: The Quarterly Review of Economics and Finance 52 (2012) 2, pp. 207-218
We investigate the potential of structural changes and long memory (LM) properties in returns and volatility of the four major precious metal commodities traded on the COMEX markets (gold, silver, platinum and palladium). Broadly speaking, a random variable is said to exhibit long memory...