The informational content of unconventional monetary policy on precious metal markets (Q4687658)
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scientific article; zbMATH DE number 6952648
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| default for all languages | No label defined |
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| English | The informational content of unconventional monetary policy on precious metal markets |
scientific article; zbMATH DE number 6952648 |
Statements
The informational content of unconventional monetary policy on precious metal markets (English)
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12 October 2018
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conditional correlation
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GARCH models
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nonlinear
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volatility
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0.6933947205543518
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0.6858837008476257
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0.6684499979019165
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0.6544121503829956
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