Power ARCH modelling of commodity futures data on the London metal exchange
Year of publication: |
2001
|
---|---|
Other Persons: | McKenzie, Michael D. (contributor) |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 7.2001, 1, p. 22-38
|
Subject: | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Warenbörse | Commodity exchange | Großbritannien | United Kingdom |
-
Hooi Hooi Lean, (2015)
-
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio, (2015)
-
Short-term and long-term efficiency in commodity spot and futures markets
Antoniou, Antonios, (1994)
- More ...
-
Short-selling and credit default swap spreads-Where do informed traders trade?
Lecce, Steven, (2018)
-
Power transformation models and volatility forecasting
Sadorsky, Perry A., (2008)
-
The impact of short selling on the price-volume relationship : evidence from Hong Kong
Henry, Ólan Thomas John, (2006)
- More ...