Volatility persistence in metal returns : a FIGARCH approach
Steven J. Cochran; Iqbal Mansur; Babatunde Odusami
| Year of publication: |
2012
|
|---|---|
| Authors: | Cochran, Steven J. ; Mansur, Iqbal ; Odusami, Babatunde Olatunji |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 64.2012, 4, p. 287-305
|
| Subject: | Rohstoffpreis | Commodity price | Kupfer | Copper | Gold | Platin | Platinum | Silber | Silver | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | USA | United States | 1999-2009 |
| 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/10009618499