GAS and GARCH based value-at-risk modeling of precious metals-Reference-Cited by-同舟云学术

GAS and GARCH based value-at-risk modeling of precious metals

Published:2022-03 Issue: Volume:75 Page:102456
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Owusu Junior Peterson^ORCID,Tiwari Aviral Kumar,Tweneboah George,Asafo-Adjei Emmanuel^ORCID

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference87 articles.

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3. Can crude oil price returns drive stock market returns of oil producing countries in africa? Evidence from Bivariate and multiple Wavelet;Asafo-Adjei;Macroeconomics and Finance in Emerging Markets Economies,2021

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