Gil-Alana, Luis A.; Tripathy, Trilochan - In: Resources Policy 41 (2014) C, pp. 31-39
This paper deals with the analysis of the volatility persistence and the leverage effect across six non-ferrous metals spot and futures series in India. Data for aluminium, copper, lead, nickel, zinc and tin were collected from 1st January, 2009 to 30th June, 2012. Volatility persistence was...