Volatility forecasting of strategically linked commodity ETFs: gold-silver

DOI10.1080/14697688.2016.1211799zbMath1400.91602OpenAlexW2519362464MaRDI QIDQ4554245

Štefan Lyócsa, Péter K. Molnár

Publication date: 13 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2016.1211799

zbMATH Keywords

forecastingHARgoldsilvervolatility spillovers

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Forecasting volatility with time-varying coefficient regressions

Uses Software

• MCS

Cites Work

• Unnamed Item
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