Component structure for nonstationary time series : application to benchmark oil prices
Ramaprasad Bhar; Shawkat Hammoudeh; Mark A. Thompson
| Year of publication: |
2008
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|---|---|
| Authors: | Bhar, Ramaprasad ; Hammoudeh, Shawkat ; Thompson, Mark A. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 5, p. 971-983
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| Subject: | Ölpreis | Oil price | Benchmarking | Zustandsraummodell | State space model | Welt | World | 1991-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003792334