Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Investment in precious metals: assessment of internal spillover-effects
Available online: 30 December 2013 Subject Heading: Investment potential JEL Classification:
In the article internal spillover-effects between profitability and conditional volatility of palladium, gold, silver and platinum by means of GARCH modeling on the basis of daily data (1985-2013) are considered. The received results can be the basis for optimum investment strategy in the financial market. Keywords: gold, palladium, platinum, silver, volatility, GARCH model, optimum portfolio, risk management |
ISSN 2311-8709 (Online)
|
|