Sökning: "Nils Lervik"

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  1. 1. Forecasting monthly LME Copper returns

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Nils Lervik; Philip Thorsell; [2022-06-29]
    Nyckelord :;

    Sammanfattning : We evaluate if monthly LOCADY returns on the London Metal Exchange can be accurately predicted one, two and three months ahead. In total ten models are constructed using time-varying parameters and bandwidth optimization. LÄS MER