Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002
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- Brian Lucey & Edel Tully, 2006. "Seasonality, risk and return in daily COMEX gold and silver data 1982-2002," Applied Financial Economics, Taylor & Francis Journals, vol. 16(4), pages 319-333.
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KeywordsSeasonality GARCH Models; Gold; and Silver;
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