Forecasting copper prices with dynamic averaging and selection models
Daniel Buncic, Carlo Moretto
| Year of publication: |
July 2015
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|---|---|
| Authors: | Buncic, Daniel ; Moretto, Carlo |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 33.2015, p. 1-38
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| Subject: | Copper forecasting | Time varying parameter model | State-space modelling | Dynamic averaging and selection models | Prognoseverfahren | Forecasting model | Theorie | Theory | Kupfermarkt | Copper market | Kupfer | Copper | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Zustandsraummodell | State space model |