Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence

doi:https://doi.org/10.1016/j.physa.2015.07.011

Article10.1016/j.physa.2015.07.011

Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence

Sónia R. Bentes-2015-07-16-Physica A Statistical Mechanics and its Applications

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Keywords

Volatility (finance)Autoregressive conditional heteroskedasticityEconomicsEconometricsFinancial economicsForward volatilityFutures contractImplied volatility

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