Open AccessAssessing recent pattern of gold price volatility in Malaysia (2005-2018)
Author(s) -
Hishamuddin Abdul Wahab,
Nur Laila Mohd. Arif
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.2020.106947
Subject(s) - volatility (finance) , economics , autoregressive conditional heteroskedasticity , volatility clustering , monetary economics , exchange rate , volatility smile , financial crisis , volatility swap , volatility risk premium , implied volatility , econometrics , financial economics , macroeconomics