Long memory and structural breaks in modeling the return and volatility dynamics of precious metals

Quarterly Review of Economics and Finance, Volume 52, Issue 2, May 2012, pp207-218.

Author(s):

Mohamed El Hedi Arouri

Shawkat Hammoudeh

Amine Lahiani

Duc Khuong Nguyen

Quarterly Review of Economics and Finance, Volume 52, Issue 2, May 2012, pp207-218.
Type: Academic publication
Date: le 01/01/2013
Source : Quarterly Review of Economics and Finance

See Also

EDHEC International BBA' sustainable forum
News
- 29-06-2022
On april, 7th our first sustainable forum was organised on both Nice and Lille campus....
EDHEC Augmented Law Institute and Sopra Steria sign a partnership to develop an agility index for legal departments
News
- 27-06-2022
Over the next 3 months, Sopra Steria's legal teams, who benefit from an advanced...
EDHEC ANNOUNCES THE CREATION OF A CENTRE FOR RESPONSIBLE ENTREPRENEURSHIP
News
- 27-06-2022
EDHEC Business School announced the creation of its Centre for Responsible...
The Economist ranks EDHEC Global MBA among Top 20 worldwide, #4 in Europe
News
- 22-06-2022
The EDHEC Global MBA ranks among the Top 20 best MBAs worldwide and #4 in Europe,...