Will gold prices persist post pandemic period? an econometric evidence

HIGHLIGHTS

• who: Sumathi Kumaraswamy et al. from the DepartmentIndia have published the research work: Will Gold Prices Persist Post Pandemic Period? An Econometric Evidence, in the Journal: (JOURNAL) of 31/Oct/2022
• what: As the data set includes 3631 observations which can be considered as a large data set, the authors examine the presence of the stylized facts include volatility clustering, leptokurtic of marginal distributions, mean reversion, and financial series asymmetries (Meister and Kreiu00df 2016; Teru00e4svirta 2009) in sample data.
• how: A total of 3631 observations were collected from thethe daily spot prices of . . .
  

   

  

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