Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump (Q5012736): Difference between revisions
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Latest revision as of 00:34, 20 March 2024
scientific article; zbMATH DE number 7433700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump |
scientific article; zbMATH DE number 7433700 |
Statements
Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump (English)
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25 November 2021
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asymmetry
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extreme events
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GARCH-MIDAS
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gold volatility forecasting
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jump
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