The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach
Year of publication: |
[2021]
|
---|---|
Authors: | Alqaralleh, Huthaifa ; Canepa, Alessandra |
Publisher: |
Torino (Italy) : Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis” |
Subject: | Precious metals | Stock markets | Quantile correlation | Wavelet Analysis | Portfolio-Management | Portfolio selection | Coronavirus | Aktienmarkt | Stock market | Korrelation | Correlation | Edelmetall | Precious metal | Volatilität | Volatility | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Börsenkurs | Share price |
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