![]() | Up a level |
Živkov, Dejan and Manić, Slavica and Gajić-Glamočlija, Marina (2024) How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio? The North American Journal of Economics and Finance, 72. ISSN 1062-9408
Živkov, Dejan and Gajić-Glamočlija, Marina and Ercegovac, Dajana and Lavrnić, Igor (2023) Multiscale Tail Risk Interdependence between Precious Metals. Finance a úvěr-Czech: Journal of Economics and Finance, 73 (4). pp. 392-412. ISSN 0015-1920