Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis

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Publisher: Routledge Ltd

E-ISSN: 1466-4283|47|27|2844-2859

ISSN: 1466-4283

Source: Applied Economics, Vol.47, Iss.27, 2015-06, pp. : 2844-2859

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Abstract