Answers are grounded in this paper and cite their sources.
The present paper is an effort to examine the price volatility in the gold spot market. A host of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models are used to analyze and gain a
No takes yet. Share an insight, caveat, or question.
Swain. et al. (2017) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: