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subject:"Volatility"
~isPartOf:"International journal of forecasting"
~person:"Chang, Chia-Lin"
~person:"Hautsch, Nikolaus"
~person:"McAleer, Michael"
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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