Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations.

Autor: Aziz, Ghazala1 (AUTHOR) g.aziz@seu.edu.sa, Sarwar, Suleman2 (AUTHOR) ch.sulemansarwar@gmail.com, Yuan, Qiong1,3 (AUTHOR) qy029@live.mdx.ac.uk, Waheed, Rida2 (AUTHOR) ridawaheed.sdu@gmail.com, Morales, Lucía4 (AUTHOR) lucia.morales@tudublin.ie
Zdroj: Resources Policy. May2024, Vol. 92, pN.PAG-N.PAG. 1p.
Databáze: Business Source Ultimate
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