Volatility dynamics of precious metals : evidence from Russia
Berna Kirkulak-Uludag, Zorikto Lkhamazhapov
| Year of publication: |
2017
|
|---|---|
| Authors: | Kirkulak-Uludag, Berna ; Lkhamazhapov, Zorikto |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 67.2017, 3, p. 300-317
|
| Subject: | precious metals | Russia | long memory | structural breaks | volatility spillover | DCC-MGARCH | Volatilität | Volatility | Russland | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Edelmetall | Precious metal | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011720731