Concepedia
Physica A Statistical Mechanics and its Applications · 2019 · 35 citations · 37 references
Precious MetalsAsset PricingBusinessEconometricsFinancial EngineeringStatisticsFinanceHigh-frequency Financial Econometrics
37
Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 6.9K citations
Econometric Model, Economics, Volatility Modeling +15
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.2K citations
Empirical Finance, Commodity Market, Abstract Is Gold +19
Is gold a safe haven? International evidence
Dirk G. Baur, Thomas K. J. McDermott · Journal of Banking & Finance · 2010 · 1.8K citations
International Finance, International Evidence, International Relations +2
Modeling Asymmetric Comovements of Asset Returns
Kenneth F. Kroner, Victor Ng · Review of Financial Studies · 1998 · 1.6K citations
Empirical Finance, Volatility Modeling, Multivariate Stochastic Volatility +15
Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
Kenneth F. Kroner, Jahangir Sultan · Journal of Financial and Quantitative Analysis · 1993 · 1.5K citations