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 speech › Report › Academic

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Original language	English
Place of Publication	Rotterdam
Number of pages	24
Edition	Econometric Institute report EI2019-16
Publication status	Published - 2019

Series	Econometric Institute report
Volume	EI2019-16

Research programs

@book{d7553ade2d4b4196900be86f3dbca7b4,

title = "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures",

author = "M Asai and R Gupta and Michael McAleer",

year = "2019",

language = "English",

series = "Econometric Institute report",

publisher = "Econometric Institute, EUR",

edition = "Econometric Institute report EI2019-16",

}