Forecasting regular and extreme gold price volatility : The roles of asymmetry, extreme event, and jump
| Year of publication: |
2021
|
|---|---|
| Authors: | Li, Xiafei ; Li, Dongxin ; Zhang, Xuhui ; Wei, Guiwu ; Bai, Lan ; Wei, Yu |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2021, 8 (07.05.), p. 1501-1523
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2781 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012535183