Detecting and modeling changing volatility in the copper futures market
Year of publication: |
1999
|
---|---|
Authors: | Brackert, Kevin ; Smith, Kenneth L. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 1, p. 79 -100
|
Subject: | Rohstoffderivat | Commodity derivative | Kupfer | Copper | Volatilität | Volatility | USA | United States | 1974-1996 |
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