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"Volatility Spillover Effects between Gold and Stocks Based on ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Xunfa Lu, Jiawei Wang, Kin Keung Lai (2014)

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DOI: 10.1109/CSO.2014.60

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Xunfa Lu, Jiawei Wang, Kin Keung Lai:
Volatility Spillover Effects between Gold and Stocks Based on VAR-DCC-BVGARCH Model. CSO 2014: 284-287

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last updated on 2023-03-23 23:58 CET by the dblp team

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