Hedging Industrial Metals With Stochastic Volatility Models

Qingfu Liu, Michael T. Chng*, Dongxia Xu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

15 Citations (Scopus)
Plum Print visual indicator of research metrics
  • Citations
    • Citation Indexes: 17
  • Captures
    • Readers: 28
see details

Fingerprint

Dive into the research topics of 'Hedging Industrial Metals With Stochastic Volatility Models'. Together they form a unique fingerprint.

Economics, Econometrics and Finance