The analysis of volatility of gold coin price fluctuations in Iran using ARCH & VAR models
The aim of this study is to investigate the changes in gold price and modeling of its return volatility and conditional variance model. The study gathers daily prices of gold coins as the dependent variable and the price of gold in world market, the price of oil in OPEC, exchange rate USD to IRR and...
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2014-03-01
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| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol4/msl_2014_4.pdf |
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