Determining hedges and safe havens for stocks using interval analysis

Author:

Chang Meng-Shiuh,Ju Peijie,Liu Yilei,Hsueh Shao-Chieh

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference47 articles.

1. Does gold act as a hedge or a safe Haven against equity and currency in Asia?;Aftab;Global Business Review,2019

2. Range-based estimation of stochastic volatility models;Alizadeh;Journal of Finance,2002

3. Different approaches to forecast interval time series: A comparison in finance;Arroyo;Computational Economics,2011

4. Arroyo, J., Munoz SanRoque, A., Mat C. & Sarabia, A. (2007), Exponential smoothing methods for interval time series, unpublished working paper.

5. Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers;Baruník;Journal of Financial Markets,2016

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