Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Mohamed El Hedi Arouri; Shawkat Hammoudeh; Amine Lahiani; Duc Khuong Nguyen
| Year of publication: |
2012
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|---|---|
| Authors: | Arouri, Mohamed ; 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 1114217-0. - Vol. 52.2012, 2, p. 207-218
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| Subject: | Edelmetall | Precious metal | Preis | Price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Strukturbruch | Structural break | Korrelation | Correlation | Prognoseverfahren | Forecasting model | USA | United States | 1999-2011 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009700518