The informational content of unconventional monetary policy on precious metal markets

DOI10.1002/FOR.2461zbMath1397.91511OpenAlexW2597523155MaRDI QIDQ4687658

Vasilios Sogiakas, Stephanos Papadamou

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://eprints.gla.ac.uk/135774/7/135774.pdf

zbMATH Keywords

nonlinearvolatilityGARCH modelsconditional correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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