How has volatility in metals markets changed? (Q929691)
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scientific article; zbMATH DE number 5290610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How has volatility in metals markets changed? |
scientific article; zbMATH DE number 5290610 |
Statements
How has volatility in metals markets changed? (English)
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18 June 2008
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volatility forecasting
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GARCH
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rolling models
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futures contract
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industrial metals
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