The Seasonal Effect on the Chinese Gold Market using an Empirical Analysis of the Shanghai Gold Exchange
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- Rupel Nargunam & William W. S. Wei & N. Anuradha, 2021. "Investigating seasonality, policy intervention and forecasting in the Indian gold futures market: a comparison based on modeling non-constant variance using two different methods," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-15, December.
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Keywords
Gold; ARCH; GARCH; Shanghai Gold Exchange; Seasonality; Chinese Calendar; Return; Volatility;All these keywords.
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