Forecasting gold futures market volatility using macroeconomic variables in the United States
Libing Fang, Honghai Yu, Wen Xiao
| Year of publication: |
2018
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|---|---|
| Authors: | Fang, Libing ; Yu, Honghai ; Xiao, Wen |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 72.2018, p. 249-259
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| Subject: | Forecast | GARCH-MIDAS model | Gold futures volatility | Macroeconomic variables | Principal component analysis | USA | United States | Volatilität | Volatility | Gold | Prognoseverfahren | Forecasting model | Warenbörse | Commodity exchange | Prognose | ARCH-Modell | ARCH model | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012100333