Determinants of asymmetric return comovements of gold and other financial assets
Sunil S. Poshakwale, Anandadeep Mandal
| Year of publication: |
October 2016
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|---|---|
| Authors: | Poshakwale, Sunil S. ; Mandal, Anandadeep |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 47.2016, p. 229-242
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| Subject: | Gold | Asset return comovements | forecasting | Markov Switching stochastic volatility model | dependence structure | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Volatilität | Volatility | Markov-Kette | Markov chain | Korrelation | Correlation | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011624131