Commonality in the LME aluminum and copper volatility processes through a FIGARCH lens
Year of publication: |
2008
|
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Authors: | Figuerola-Ferretti, Isabel ; Gilbert, Christopher L. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 10, p. 935-962
|
Subject: | Aluminium | Kupfer | Copper | Warenbörse | Commodity exchange | Großbritannien | United Kingdom |
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