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~accessRights:"free"
~institution:"CESifo"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Hammoudeh, S.M."
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Hammoudeh, S.M.
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Risk management of precious metals
Hammoudeh, S.M.
;
Malik, F.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2010
compute the VaR for major precious metals using the calibrated RiskMetrics, different
GARCH
models, and the semi …
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