Empirical Analysis of Long Memory and Asymmetry Effects for the Effectiveness of Forecasting Volatility of Returns on the Commodity Market Based on the Example of Gold and Silver-Reference-Cited by-同舟云学术

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Empirical Analysis of Long Memory and Asymmetry Effects for the Effectiveness of Forecasting Volatility of Returns on the Commodity Market Based on the Example of Gold and Silver

Published:2020 Issue:2 Volume:23 Page:126-143
ISSN:1212-3609
Container-title:E+M Ekonomie a Management
language:
Short-container-title:E+M

Author:

Włodarczyk Bogdan,Miciuła Ireneusz

Publisher

Technical University of Liberec

Subject

Strategy and Management,General Economics, Econometrics and Finance,Business and International Management

Link

https://dspace.tul.cz/bitstream/handle/15240/154923/EM_2_2020_09.pdf?sequence=1&isAllowed=y

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