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Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets
Liu, Tangyong
;
Gong, Xu
;
Lin, Boqiang
- In:
Journal of Futures Markets
41
(
2021
)
9
,
pp. 1375-1396
Persistent link: https://www.econbiz.de/10012632608
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Effects of structural changes on the prediction of downside volatility in futures markets
Gong, Xu
;
Lin, Boqiang
- In:
Journal of Futures Markets
41
(
2021
)
7
,
pp. 1124-1153
Persistent link: https://www.econbiz.de/10012535214
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