A study of excess volatility of gold and silver
Year of publication: |
2021
|
---|---|
Authors: | Kayal, Parthajit ; Maheswaran, S. |
Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 33.2021, 2, p. 133-145
|
Subject: | Volatility | Commodity market | Random walk | Brownian motion | Simulation | Extreme value estimator | Volatilität | Gold | Silber | Silver | Stochastischer Prozess | Stochastic process | Random Walk | Rohstoffmarkt | Schätztheorie | Estimation theory |
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