Forecasting Volatility in Gold Returns Under the Garch, Igarch and Figarch Frameworks: New Evidence

AuthID
P-00G-E4Z
1
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Tipo de Documento
Article
Year published
2015
Publicado
in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, ISSN: 0378-4371
Volume: 438, Páginas: 355-364 (10)
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Publication Identifiers
SCOPUS: 2-s2.0-84937800670
Wos: WOS:000360871200033
Source Identifiers
ISSN: 0378-4371
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