Dynamic conditional correlation and volatility distributions in Tokyo, London, and New York gold markets
Chia-Ju Lee, Tuan-Nam Lai, Chang-Chou Chiang, Hai-Chin Yu
| Year of publication: |
2019
|
|---|---|
| Authors: | Lee, Chia-Ju ; Lai, Tuan-Nam ; Chiang, Chang-Chou ; Yu, Hai-Chin |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 16.2019, 4, p. 146-155
|
| Subject: | dynamic conditional correlation | probability distribution | realized distribution | volatility threshold | Volatilität | Volatility | Korrelation | Correlation | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | New York |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.16(4).2019.13 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012177657