Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence-Reference-Cited by-同舟云学术

Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence

Published:2015-11 Issue: Volume:438 Page:355-364
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Bentes Sonia R.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference42 articles.

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4. J.R. McCown, J.R. Zimmerman, Is gold a zero-beta asset? Analysis of the investment potential of precious metals (2006). Available from SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=920496.

5. The price of gold and international liquidity;Goodman;J. Finance,1956

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