The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Afees A. Salisu, Rangan Gupta, Elie Bouri, Qiang Ji
| Year of publication: |
2020
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|---|---|
| Authors: | Salisu, Afees A. ; Gupta, Rangan ; Bouri, Elie ; Ji, Qiang |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 54.2020, p. 1-9
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| Subject: | Global economic conditions | Mixed-frequency | Precious metals volatility | Volatilität | Volatility | Gold | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Welt | World | Konjunktur | Business cycle |