Open AccessPrediction of Futures Copper PriceFluctuation Based on MRS-GARCH Model
Author(s) -
李恩来,
费宇,
孙小军,
胡梦婷,
莫玉莲
Publication year - 2017
Publication title -
she hui ke xue qian yan
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