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Commonality in the LME Aluminium and Copper Volatility Processes through a FIGARCH lens
Figuerola Ferretti Garrigues, Isabel Catalina; Gilbert, Christopher L. (07/08/2008)No procede -
Price Discovery in the Aluminium Market
Figuerola Ferretti Garrigues, Isabel Catalina; Gilbert, Christopher L. (18/08/2005)no procede -
Testing for bubbles in LME Metals Markets
Figuerola Ferretti Garrigues, Isabel Catalina; McCrorie, Roderick; Gilbert, Christopher L. (01/09/2015)No procede