The asymmetric volatility in the gold market revisited

DOI10.1016/J.ECONLET.2016.11.027zbMath1398.91618OpenAlexW2555554855MaRDI QIDQ1672773

Neda Todorova

Publication date: 11 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.11.027

zbMATH Keywords

realized volatilityHAR modelsemivariancevolatility asymmetrygold futures

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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