Open AccessEmpirical Analysis of Long Memory and Asymmetry Effects for the Effectiveness of Forecasting Volatility of Returns on the Commodity Market Based on the Example of Gold and Silver
Author(s) -
Bogdan Włodarczyk,
Ireneusz Miciuła
Publication year - 2020
Publication title -
e+m. ekonomie a management
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.318
H-Index - 22
eISSN - 2336-5064
pISSN - 1212-3609
DOI - 10.15240/tul/001/2020-2-009
Subject(s) - volatility (finance) , economics , econometrics , commodity , long memory , financial economics , commodity market , gold as an investment , monetary economics , finance