Volatility transmission between gold and oil futures under structural breaks
Bradley T. Ewing; Farooq Malik
| Year of publication: |
2013
|
|---|---|
| Authors: | Ewing, Bradley T. ; Malik, Farooq |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 25.2013, p. 113-121
|
| Subject: | Volatility transmission | Oil volatility | Gold volatility | Structural breaks | GARCH | Volatilität | Volatility | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Gold | Ölpreis | Oil price | Welt | World | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10009693332