Lassak, Matthias - 2017 - 1st ed.
Pricing Metal Futures. The Two-Regime-Pricing Model revisited -- Vorwort -- Abstract -- Contents -- List of Abbreviations -- List of Figures -- List of Tables -- 1 Introduction -- 2 Literature review -- 3 Statistical Properties of Metal Prices -- 3.1 Data set -- 3.2 Stationarity and Mean...