Work

The dynamics of precious metal markets VaR: A GARCHEVT approach

Year: 2016

Type: article

Source: Journal of commodity markets

DOI: 10.1016/j.jcomm.2016.10.001

Authors: Zijing Zhang, Hong-Kun Zhang

Institution: University of Massachusetts Amherst

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: National Science Foundation, Simons Foundation

Awards: G73976827, G7532479778, G7570239008, CAREER: The Nature of SRB Measures for Nonequilibrium Hyperbolic Systems

OpenAlex ID: W2540483022

FWCI: 2.549

Cites: 32

Cited by: 17

Related to: 10