Long memory and structural breaks in the returns and volatility of gold : evidence from Turkey
Year of publication: |
2014
|
---|---|
Authors: | Uludag, Berna Kirkulak ; Lkhamazhapov, Zorikto |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 31/33, p. 3777-3787
|
Subject: | gold | Turkey | long memory | structural breaks | Türkei | Strukturbruch | Structural break | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Gold | Kapitaleinkommen | Capital income |
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