A New Look at Copper Markets : A Regime-Switching Jump Model
Year of publication: |
2009
|
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Authors: | Chan, Wing H. |
Other Persons: | Young, Denise (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Kupfermarkt | Copper market | Volatilität | Volatility | Derivat | Derivative | ARCH-Modell | ARCH model | Welt | World | Preis | Price | Wechselkurssystem | Exchange rate regime | Zinspolitik | Interest rate policy |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Futures Markets, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 15, 2009 erstellt Volltext nicht verfügbar |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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