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Author:
Auer, Benjamin R
Language:
English
Subject:
GARCHSK
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Studies
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Author:
Auer, Benjamin R
Language:
English
Subject:
GARCHSK
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Studies
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Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis
by
Auer, Benjamin R
Published in
Applied economics
(2015)
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Article
1
Author
Auer, Benjamin R
Subject
Commodity markets
1
Forecasts and trends
1
Friday the 13th
1
G10
1
GARCHSK
Google search volumes
1
Metals
1
Q30
1
Rates of return
1
Stochastic models
1
Studies
precious metals
1
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English
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