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Nickel Market: A Study on Volatility with Non-Linear GARCH Family Models

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Statistics [stat] Statistics [stat] Applications [stat.AP] Quantitative Finance [q-fin] Quantitative Finance [q-fin] General Finance [q-fin.GN]

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Submitted on : Saturday, April 25, 2020-11:06:16 AM

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hal-02554214 , version 1 (25-04-2020)

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Marie-Eliette Dury, Bing Xiao. Nickel Market: A Study on Volatility with Non-Linear GARCH Family Models. Summer Conference on Financial Implications of Sustainability and Corporate Social Responsibility, 22nd June 2018, University Côte d'Azur, Jun 2018, Nice, France. ⟨hal-02554214⟩

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