A note on the efficiency of the London metal exchange
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 33 (1990)
Issue (Month): 4 (August)
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Web page: http://www.elsevier.com/locate/ecolet
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- Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2012.
"Forecasting metal prices: Do forecasters herd?,"
325, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Dimitris Kenourgios & Aristeidis Samitas, 2005. "Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange," Finance 0512010, EconWPA.
- An-Sing Chen & James Wuh Lin, 2004. "Cointegration and detectable linear and nonlinear causality: analysis using the London Metal Exchange lead contract," Applied Economics, Taylor & Francis Journals, vol. 36(11), pages 1157-1167.
- McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W., 1998.
"Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange,"
98-3, Melbourne - Centre in Finance.
- Michael McKenzie & Heather Mitchell & Robert Brooks & Robert Faff, 2001. "Power ARCH modelling of commodity futures data on the London Metal Exchange," The European Journal of Finance, Taylor & Francis Journals, vol. 7(1), pages 22-38.
- Triantafyllopoulos, Kostas, 2006. "Multivariate discount weighted regression and local level models," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3702-3720, August.
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