Forecasting Changes in Copper Futures Volatility with GARCH Models Using an Iterated Algorithm
| Year of publication: |
2003
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|---|---|
| Authors: | Smith, Kenneth L. ; Bracker, Kevin |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 20.2003, 3, p. 245-266
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