TY  - RPRT
AU  - Hammoudeh, Shawkat
AU  - Malik, Farooq
AU  - McAleer, Michael
PY  - 2011
UR  - https://hdl.handle.net/20.500.14352/48974
AB  - This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management implications for market risk and hedging. Value-at-Risk (VaR) is used to analyze the...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Precious metals
KW  - Conditional volatility
KW  - Risk management
KW  - Value-at-risk.
TI  - Risk Management of Precious Metals
TY  - technical report
VL  - 2011
ER  -