Return distributions and volatility forecasting in metal futures markets : evidence from gold, silver, and copper
Year of publication: |
2011
|
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Authors: | Khalifa, Ahmed A. A. ; Miao, Hong ; Ramchander, Sanjay |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 1, p. 55-80
|
Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Gold | Silber | Silver | Kupfer | Copper | Schätzung | Estimation | 1999-2008 |
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