The volatility of returns from base metal futures market : evidence from India
Year of publication: |
2023
|
---|---|
Authors: | Samal, Laxmidhar ; Das, Sudhansu Kumar |
Published in: |
The Indian journal of economics. - Prayagraj (India) : Department of Economics and Commerce, ISSN 0019-5170, ZDB-ID 218230-0. - Vol. 103.2023, 410,3, p. 537-557
|
Subject: | Futures | Base Metal | Volatility | Daily Returns | ARCH | GARCH | Volatilität | Indien | India | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Metallmarkt | Metal market |
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