City Research Online - Investing in Copper Futures: Evaluation of Absolute Return Strategies Within a Discrete-State Hidden Markov Model

Investing in Copper Futures: Evaluation of Absolute Return Strategies Within a Discrete-State Hidden Markov Model

Pellet, C. & Tamvakis, M. (2016). Investing in Copper Futures: Evaluation of Absolute Return Strategies Within a Discrete-State Hidden Markov Model. SRIC Foundation.

Publication Type:	Monograph (Working Paper)
Departments:	Bayes Business School > Finance

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Creators:	Pellet, C. Tamvakis, M.
Status:	Published
Publisher:	SRIC Foundation
URI:	https://openaccess.city.ac.uk/id/eprint/16872
Date available in CRO:	06 Nov 2017 16:06
Date deposited:	6 November 2017
Dates:	Date Event 1 June 2016 Published