Commonality in the LME aluminum and copper volatility processes through a FIGARCH lens.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 10, p. 935, doi. 10.1002/fut.20338
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2008 AND VI 28 AND IP 10
Results: 4
1
2
The specification of GARCH models with stochastic covariates.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 10, p. 911, doi. 10.1002/fut.20340
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- Publication type:
- Article
3
An examination of the complementary volume–volatility information theories.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 10, p. 963, doi. 10.1002/fut.20344
- By:
- Publication type:
- Article
4
Realized volatility and correlation in energy futures markets.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 10, p. 993, doi. 10.1002/fut.20347
- By:
- Publication type:
- Article