Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
| Year of publication: |
2012
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|---|---|
| Authors: | Arouri, Mohamed El Hedi ; Hammoudeh, Shawkat ; Lahiani, Amine ; Nguyen, Duc Khuong |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 52.2012, 2, p. 207-219
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