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Applied Economics Letters Volume 30, 2023 - Issue 19
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Research Article

Gold spot and futures market cross-correlation and time-frequency volatility: an application of MF-ADCCA-AFD

Ce GuoSchool of Economics and Management, Beijing University of Technology, Beijing, ChinaView further author information
,
Mengfan ZhaoSchool of Economics and Management, Beijing University of Technology, Beijing, ChinaView further author information
,
Jingyu LiSchool of Economics and Management, Beijing University of Technology, Beijing, ChinaCorrespondence[email protected]
View further author information
&
Qiwei XieSchool of Economics and Management, Beijing University of Technology, Beijing, ChinaView further author information
Pages 2832-2840 | Published online: 11 Aug 2022

References

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