Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper

Author:

Khalifa Ahmed A. A.,Miao Hong,Ramchander Sanjay

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference29 articles.

1. Price discovery in strategically-linked markets: The case of the gold-silver spread;Adrangi;Applied Financial Economics,2000

2. The nature and efficiency of the gold market;Aggarwal;The Journal of Portfolio Management,1991

3. Conditional dependence in precious metal prices;Akgiray;The Financial Review,1991

4. DM-Dollar intraday volatility: Activity pattern, macroeconomic announcemnets, and longer run dependences;Andersen;Journal of Finance,1998a

5. Answering the skeptics;Andersen;International Economic Review,1998b

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