A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum (Q5379278)
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scientific article; zbMATH DE number 7060036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum |
scientific article; zbMATH DE number 7060036 |
Statements
A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum (English)
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28 May 2019
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HAR-CJN model
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leverage effects
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metal futures
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overnight information
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volatility forecasting
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