Forecasting gold futures market volatility using macroeconomic variables in the United States

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Bibliographische Detailangaben
Veröffentlicht in:Economic modelling
1. Verfasser: Fang, Libing (VerfasserIn)
Weitere Verfasser: Yu, Honghai (VerfasserIn), Xiao, Wen (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
Forecast > GARCH-MIDAS model > Gold futures volatility > Macroeconomic variables > Principal component analysis > Aufsatz in Zeitschrift
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