Time-varying risk aversion and realized gold volatility
Riza Demirer, Konstantinos Gkillas, Rangan Gupta, Christian Pierdzioch
| Year of publication: |
2019
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|---|---|
| Authors: | Demirer, Rıza ; Gillas, Konstantinos Gkillas ; Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 50.2019, 101048, p. 1-16
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| Subject: | Forecasting | Gold-price returns | Realized volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risikoaversion | Risk aversion | Gold | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Impact-Factor: 1.535 (Stand 2019) SJR Faktor ist 0.536 / Q2 Journal (Stand 2019) H-Index: 34 (Stand 2019) |
| Other identifiers: | 10.1016/j.najef.2019.101048 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204443