The volatility effect on precious metals price returns in a...

Physica A: Statistical Mechanics and its Applications 2019 / 11 Vol. 534

The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters

Balcilar, Mehmet, Ozdemir, Zeynel Abidin
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Volume:
534
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.122329
Date:
November, 2019
File:
PDF, 1.17 MB
english, 2019
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