Quantile behaviour of cointegration between silver and gold prices
Huiming Zhu, Cheng Peng, Wanhai You
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Zhu, Huiming ; Peng, Cheng ; You, Wan-hai |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 19.2016, p. 119-125
|
| Subject: | Gold price | Silver price | Quantile cointegration | QARDL model | Market states | Gold | Kointegration | Cointegration | Preis | Price | Silber | Silver | Silberstandard | Silver standard |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657568