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, Ghazala, Sarwar, Suleman, Yuan, Qiong, Waheed, Rida, Morales, Lucía
Zdroj: In Resources Policy May 2024 92
Databáze: ScienceDirect