Parameter estimation in commodity markets: A filtering approach
| Year of publication: |
2007
|
|---|---|
| Authors: | Elliott, Robert J. ; Hyndman, Cody. B. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 7, p. 2350-2373
|
| Publisher: |
Elsevier |