Browsing Business and Economics by Author "Chen, Jo-Hui"
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Testing Leverage and Spillover Effects in Precious Metal ETFs
Chen, Jo-Hui; Trang Do, Thi Van (Scientific Research, 2018-02)This research employed the Generalized Autoregressive Conditional Heteroskedasticity-in-Mean-Autoregressive Moving Average (GARCH-M-ARMA) and the Exponentially Generalized Autoregressive Conditional Heteroskedasticity- ...