1. Volatility Forecasting of Non-ferrous Metal Futures: Covariances, Covariates or Combinations?
Title | Volatility Forecasting of Non-ferrous Metal Futures: Covariances, Covariates or Combinations? | ||||||||
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Translation | Predpovedanie volatility na futures trhu ne-železných kovov: kovariancie, kovarianty, alebo kombinácie? | ||||||||
Author info | Štefan Lyócsa, Peter Molnár, Neda Todorová | ||||||||
Author | Lyócsa Štefan EUBFNHKBF - Katedra bankovníctva a medzinárodných financií FNH | ||||||||
Co-authors | Molnár Peter | ||||||||
Todorová Neda | |||||||||
Source document | Journal of International Financial Markets, Institutions and Money. Vol. 51 (November 2017), pp. 228-247 online. - Clayton : Monash University. ISSN 1042-4431 | ||||||||
Note | Registrovaný: Scopus | ||||||||
Document kind | schedule of articles from periodics | ||||||||
Language | English | ||||||||
Country of Edition | United States of America | ||||||||
Keywords | volatilita * futurity * predvídanie * kovy neželezné | ||||||||
Annotation | Komplexná štúdia o prognózovaní realizovanej volatility futures neželezných kovov. | ||||||||
Public work category | Scientific titles in foreign carented magazines and noticed year-books | ||||||||
Registered in | WOS | ||||||||
Registered in | SCOPUS | ||||||||
Database | PUBLIKAČNÁ ČINNOSŤ | ||||||||
No. of Archival Copy | E17 00999-001, kópia plného textu | ||||||||
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