Risk management of precious metals

Quarterly Review of Economics and Finance

Volumn 51, Issue 4, 2011, Pages 435-441

  Hammoudeh, Shawkat ^a   Malik, Farooq ^b   McAleer, Michael ^c,d  

^a DREXEL UNIVERSITY   (United States)

^b ZAYED UNIVERSITY   (United Arab Emirates)

^c Erasmus University Rotterdam   (Netherlands)

^d UNIVERSITY OF CANTERBURY   (New Zealand)

Author keywords

Conditional volatility; G1; Precious metals; Risk management; Value at risk

Indexed keywords

EID: 80054776550     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.qref.2011.07.002     Document Type: Article

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