Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Afees A. Salisu, Elie Bouri, Rangan Gupta
| Year of publication: |
2022
|
|---|---|
| Authors: | Salisu, Afees A. ; Bouri, Elie ; Gupta, Rangan |
| 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. 86.2022, p. 482-488
|
| Subject: | GARCH-MIDAS | Gold market volatility | Out-of-sample predictability | US Nonfarm Payroll | Volatilität | Volatility | Gold | Prognoseverfahren | Forecasting model | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014249177