The Distribution of London Metal Exchange Prices: A Test of the Fractal Market Hypothesis
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- Luis Alberiko Gil-Alaña & Trilochan Tripathy, 2013. "Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets," NCID Working Papers 11/2013, Navarra Center for International Development, University of Navarra.
- Gil-Alana, Luis A. & Tripathy, Trilochan, 2014. "Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets," Resources Policy, Elsevier, vol. 41(C), pages 31-39.
- Adibi, Nabiollah & Ataee-pour, Majid, 2015. "Decreasing minerals׳ revenue risk by diversification of mineral production in mineral rich countries," Resources Policy, Elsevier, vol. 45(C), pages 121-129.
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KeywordsARFIMA model; stable distribution; Fractal Market Hypothesis;
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