Open AccessAssessing recent pattern of gold price volatility in Malaysia (2005-2018)
Author(s) -
Nur Laila Mohd. Arif,
Hishamuddin Abdul Wahab
Publication year - 2020
Publication title -
international journal of society systems science
Language(s) - English
Resource type - Journals
eISSN - 1756-252X
pISSN - 1756-2511
DOI - 10.1504/ijsss.2020.10028745
Subject(s) - volatility (finance) , economics , autoregressive conditional heteroskedasticity , volatility clustering , monetary economics , exchange rate , financial crisis , volatility smile , volatility risk premium , volatility swap , implied volatility , econometrics , financial economics , macroeconomics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom