Essays about: "Nils Lervik"

Found 1 essay containing the words Nils Lervik.

  1. 1. Forecasting monthly LME Copper returns

    University essay from Göteborgs universitet/Graduate School

    Author : Nils Lervik; Philip Thorsell; [2022-06-29]
    Keywords : ;

    Abstract : 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. READ MORE