A STATISTICAL APPROACH TO THE PRICES VOLATILITY OF NONFERROUS METALS
Analyze the Aluminum, Copper, Nickel and Zinc behavior in terms of price variation, has a notable relevance. In order to capture the conditional volatility terms and identify its reaction mechanism and persistence against shocks, the volatility asymmetry and the leverage effect it was estimated t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Mar del Plata
2018-12-01
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| Series: | Iberoamerican Journal of Project Management |
| Subjects: | |
| Online Access: | http://www.ijopm.org/index.php/IJOPM/article/view/378 |