How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models
Manh Cuong Dong, Cathy W. S. Chen, Sangyoel Lee, Songsak Sriboonchitta
| Year of publication: |
2019
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|---|---|
| Authors: | Dong, Manh Cuong ; Chen, Cathy W. S. ; Lee, Sangyoel ; Songsak Sriboonchitta |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 1, p. 343-366
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| Subject: | CUSUM test | Dynamic conditional correlation | Leverage effect | Multivariate GARCH model | Structural breaks | Time-varying correlation | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Korrelation | Correlation | Strukturbruch | Structural break | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | Zeitreihenanalyse | Time series analysis | US-Dollar | US dollar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9743-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134682