The course of realized volatility in the LME non-ferrous metal market
Year of publication: |
December 2015
|
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Authors: | Todorova, Neda |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 51.2015, p. 1-12
|
Subject: | Industrial metals | High-frequency data | HAR-GARCH model | Rolling estimation | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Metallmarkt | Metal market | Schätzung | Estimation | ARCH-Modell | ARCH model | Metallindustrie | Metal industry |
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