Long memory mean and volatility models of platinum and palladium price return series under heavy tailed distributions

South Africa is a cornucopia of the platinum group metals particularly platinum and palladium. These metals have many unique physical and chemical characteristics which render them indispensable to technology and industry, the markets and the medical field. In this paper we carry out a holistic inve...

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Detalles Bibliográficos
Autores principales: Ranganai, Edmore, Kubheka, Sihle Basil
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2016
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5148759/
https://www.ncbi.nlm.nih.gov/pubmed/28018797
http://dx.doi.org/10.1186/s40064-016-3768-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5148759/
https://www.ncbi.nlm.nih.gov/pubmed/28018797
http://dx.doi.org/10.1186/s40064-016-3768-y

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