Comparing volatility prediction methods
Subtitle: the case of aluminium and copper futures markets
By: Timo Määttä
Series: Helsingin Kauppakorkeakoulun julkaisuja. B -- 143; Helsingin Kauppakorkeakoulun julkaisuja -- 143
Publisher: Helsinki School of Economics and Business Administration
Published: 1994
Place of publication: Helsinki
Language: eng
Number of pages: 104
Subjects: Futures market; Mathematical models; Metals; Prices
Notes: Compares several methods of forecasting the monthly ex post measured volatility in aluminium and copper futures markets when the forecasts are made ex ante.

Includes bibliographical references (p. 90-96).