Browsing by Author "Eterovic, Francisco"
Now showing 1 - 1 of 1
Results Per Page
Sort Options
- ItemCan oil prices help estimate commodity futures prices? The cases of copper and silver(ELSEVIER SCI LTD, 2010) Cortazar, Gonzalo; Eterovic, FranciscoThere is an extensive literature on modeling the stochastic process of commodity futures. It has been shown that models with several risk factors are able to adequately fit both the level and the volatility structure of observed transactions with reasonable low errors.