Browsing Business and Economics by Subject "Precious Metal ETFs"

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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- ...