Spot Price Modelling of Industrial Metals – An heterogeneous agent based model for Copper
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References listed on IDEAS
- François Longin, 2001. "Extreme Correlation of International Equity Markets," Journal of Finance, American Finance Association, vol. 56(2), pages 649-676, April.
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KeywordsHeterogeneous agent based modelling; copper spot price modelling; 3 factor stochastic volatility model; Runge Kutta; Kalman Filter.;
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