Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump
Work
Year: 2021
Type: article
Source: Journal of Forecasting
Institutions Southwest Jiaotong University, Nanjing University of Finance and Economics, Panzhihua University, Sichuan Normal University, Yunnan University of Finance And Economics
Cites: 77
Cited by: 18
Related to: 10
FWCI: 2.781
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed
Funders National Natural Science Foundation of China, National Natural Science Foundation of China, Humanities and Social Science Fund of Ministry of Education of China, Humanities and Social Science Fund of Ministry of Education of China, Humanities and Social Science Fund of Ministry of Education of China +1 more