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 & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 31.2007, 7, p. 2350-2373
|