Macroeconomic determinants of volatility for the gold price in Ethiopia : the application of GARCH and EWMA volatility models
Amare Wubishet Ayele, Emmanuel Gabreyohannes, Yohannes Yebabe Tesfay
| Year of publication: |
April 2017
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|---|---|
| Authors: | Ayele, Amare Wubishet ; Gabreyohannes, Emmanuel ; Tesfay, Yohannes Yebabe |
| Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 18.2017, 2, p. 308-326
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| Subject: | Ethiopia | EWMA and GARCH models | gold and volatility | Volatilität | Volatility | Äthiopien | ARCH-Modell | ARCH model | Gold |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150916668601 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011740583