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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
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| Personen und Körperschaften: | , , |
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| Titel: | The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures/ Manabu Asai (Faculty of Economics, Soka University, Japan), Rangan Gupta (Department of Economics, University of Pretoria, South Africa), Michael McAleer (Department of Finance, Asia University, Taiwan and Discipline of Business Analytics, University of Sydney Business School, Australia and Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands and Department of Economic Analysis and ICAE, Complutense University of Madrid, Spain and Institute of Advanced Sciences, Yokohama National University, Japan) |
| Format: | E-Book |
| Sprache: | Englisch |
| veröffentlicht: |
[Rotterdam]
[Econometric Institute, Erasmus School of Economics]
March 2019
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| Gesamtaufnahme: |
Econometrisch Instituut: Econometric Institute research papers ; EI2019, 16
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| Schlagwörter: | |
| Quelle: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |