Multiscale tail risk interdependence between precious metals
Dejan Živkov, Marina Gajić-Glamočlija, Dajana Ercegovac, Igor Lavrnić
| Year of publication: |
2023
|
|---|---|
| Authors: | Živkov, Dejan ; Gajić-Glamočlija, Marina ; Ercegovac, Dajana ; Lavrnić, Igor |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 73.2023, 4, p. 392-412
|
| Subject: | precious metals | dynamic extreme risk | wavelet methodologies | Risikomaß | Risk measure | Edelmetall | Precious metal | Volatilität | Volatility | Risiko | Risk | Zustandsraummodell | State space model | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Gold |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32065/CJEF.2023.04.04 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485252