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 journal › Article › Research › peer-review

Cite this

@article{2ce52b05e58b47799e1eb16d1fe05029,

title = "Power ARCH modelling of commodity futures data on the London Metal Exchange",

author = "McKenzie, {Michael D} and H Mitchell and Brooks, {Robert Darren} and Robert Faff",

year = "2001",

language = "English",

volume = "7",

pages = "22 -- 38",

journal = "European Journal of Finance",

issn = "1351-847X",

publisher = "Taylor & Francis",

number = "1",

}