Long Memory Volatility of Gold Price Returns: How Strong Is the Evidence from Distinct Economic Cycles?

AuthID
P-00G-Q1E
1
Author(s)
Document Type
Article
Year published
2016
Published
in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, ISSN: 0378-4371
Volume: 443, Pages: 149-160 (12)
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Publication Identifiers
Scopus: 2-s2.0-84944080909
Wos: WOS:000365052700016
Source Identifiers
ISSN: 0378-4371
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