Power ARCH modelling of commodity futures data on the London Metal Exchange

Michael D McKenzie, H Mitchell, Robert Darren Brooks, Robert Faff

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)22 - 38
Number of pages17
JournalEuropean Journal of Finance
Volume7
Issue number1
Publication statusPublished - 2001

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