The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH-MIDAS approach
Fang, Libing, Chen, Baizhu, Yu, Honghai, Qian, YichuoLanguage:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21897
Date:
December, 2017
File:
PDF, 709 KB
english, 2017