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~isPartOf:"Econometric Institute research papers"
~person:"Gupta, Rangan"
~person:"Martens, Martin"
~subject:"Gold market"
~subject:"Oil market"
~subject:"Volatility"
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003754160
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
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