Open AccessPrediction of Futures Copper PriceFluctuation Based on MRS-GARCH Model
Author(s) -
恩来 李
Publication year - 2017
Publication title -
advances in social sciences
Language(s) - English
Resource type - Journals
eISSN - 2169-2564
pISSN - 2169-2556
DOI - 10.12677/ass.2017.64049
Subject(s) - futures contract , autoregressive conditional heteroskedasticity , copper , computer science , econometrics , financial economics , economics , metallurgy , volatility (finance) , materials science
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