Volatility Spillover and Volatility Persistence in Precious Metals─GARCH and FIGARCH Model
碩士 === 國立臺北商業大學 === 財務金融研究所 === 103 === This study uses three models of the GARCH family to examine the volatility transmission, volatility spillovers and leverage effects for four major precious metals (gold, silver, platinum and palladium), while accounting for the macroeconomic shocks of US excha...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ys8tx4 |