The informational content of unconventional monetary policy on precious metal markets

DOI10.1002/FOR.2461MaRDI QIDQ4687658zbMATH OpenOpenAlexFDO

Authors Stephanos Papadamou, Vasilios Sogiakas

Publication date 12 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL http://eprints.gla.ac.uk/135774/7/135774.pdf

zbMATH Keywords

conditional correlationGARCH modelsnonlinearvolatility

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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