Forecasting Copper Prices with Dynamic Averaging and Selection Models
Year of publication: |
2014-09
|
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Authors: | Buncic, Daniel ; Moretto, Carlo |
Institutions: | School of Economics and Political Science, Universität St. Gallen |
Subject: | Copper forecasting | time varying parameter model | state-space modelling | dynamic model and selection models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1430 75 pages |
Classification: | C11 - Bayesian Analysis ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; G17 - Financial Forecasting |
Source: |
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