The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Year of publication: |
March 2019
|
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Authors: | Asai, Manabu ; Gupta, Rangan ; McAleer, Michael |
Publisher: |
[Rotterdam] : [Econometric Institute, Erasmus School of Economics] |
Subject: | Ölmarkt | Oil market | Goldmarkt | Gold market | Futures | Volatilität | Volatility | Prognose | Forecast | USA | United States |
Extent: | 1 Online-Ressource (circa 24 Seiten) Illustrationen |
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Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. EI2019, 16 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:1765/115614 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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