The asymmetric volatility in the gold market revisited (Q1672773)
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scientific article; zbMATH DE number 6934705
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The asymmetric volatility in the gold market revisited |
scientific article; zbMATH DE number 6934705 |
Statements
The asymmetric volatility in the gold market revisited (English)
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11 September 2018
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gold futures
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realized volatility
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semivariance
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volatility asymmetry
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HAR model
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0.7443395853042603
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0.7150631546974182
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0.7033214569091797
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0.6991611123085022
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