Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation
Year of publication: |
2013
|
---|---|
Authors: | Suenaga, Hiroaki |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 93.2013, C, p. 53-66
|
Publisher: |
Elsevier |
Subject: | Commodity prices | Term-structure model | Volatility |
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