Predicting gold volatility : exploring the impact of extreme risk in the international commodity market
Yusui Tang, Juandan Zhong
| Year of publication: |
2023
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|---|---|
| Authors: | Tang, Yusui ; Zhong, Juandan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 2, p. 1-6
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| Subject: | Commodity market | Gold futures | Tail risk | Volatility forecasting | Volatilität | Volatility | Rohstoffmarkt | Gold | Welt | World | Prognoseverfahren | Forecasting model | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Risiko | Risk | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104491 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631292