Pricing and hedging copper futures on the London metal exchange
Souha Boutouria and Fathi Abid
| Year of publication: |
2012
|
|---|---|
| Authors: | Boutouria, Souha ; Abid, Fathi |
| Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 18.2012, 1, p. 68-98
|
| Subject: | Rohstoffderivat | Commodity derivative | Kupfer | Copper | Hedging | Spotmarkt | Spot market | ARCH-Modell | ARCH model | London | 1998-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009502495