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      <record key="001" att1="001" value="LIB900217005" att2="LIB900217005">001   LIB900217005</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Forschungsbericht</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="079" subkey="y">http://www.ihs.ac.at/publications/ihsfo/fo82.pdf</field>
      <field key="079" subkey="z">burley, s.p., short term variations in copper prices (pdf)</field>
      <field key="100" subkey="">burley, s.p.</field>
      <field key="331" subkey="">short term variations in copper prices</field>
      <field key="403" subkey="">1. ed.</field>
      <field key="410" subkey="">wien</field>
      <field key="412" subkey="">institut fuer hoehere studien</field>
      <field key="425" subkey="">1974, may</field>
      <field key="433" subkey="">10 pp.</field>
      <field key="451" subkey="">institut fuer hoehere studien; forschungsberichte; 82</field>
      <field key="544" subkey="">IHSFO 82</field>
      <field key="753" subkey="">abstract: day-to-day and week-to-week variations in copper prices on the london metal exchange are analysed by the methods of</field>
      <field key="spe" subkey="c">tral and cross spectral analysis. apart from a period of some 27 months in the early sixties (when producers intervenedto</field>
      <field key="sta" subkey="b">ilize cash prices), the random walk model gives a good explanation of short term price charges. in addition, although short</field>
      <field key="ter" subkey="m">fluctuations in cash and futures prices are strongly correlated, the former are not anticipated by the latter. italso</field>
      <field key="app" subkey="e">ars that lme stocks and turnover have no consistent relationship with price movements.;</field>
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