The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures

M Asai, R Gupta, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

22 Downloads (Pure)
Original languageEnglish
Place of PublicationRotterdam
Number of pages24
EditionEconometric Institute report EI2019-16
Publication statusPublished - 2019

Publication series

SeriesEconometric Institute report
VolumeEI2019-16

Research programs

  • ESE - E&MS

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