What happens when three minds from the International School of Finance | HfWU combine their expertise – one in wealth management, one in risk management, and one in data science?
In our current paper (Commodities, October 2025), we demonstrate:
Using methods such as block maxima and peaks-over-threshold, combined with GARCH filters and programming, we show:
Gold fluctuates more strongly – and more asymmetrically – than many models anticipate. Yet it is precisely these extremes that make it fascinating.
The findings are not only compelling for researchers but also provide practical insights for investors and regulators seeking to understand the long-term perspective of markets.
Intrigued?
You can find the article attached.
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Youtube Linkedin Envelope Table of Contents What happens when three minds from the International School of Finance | HfWU combine their expertise – one in
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