Predictive evaluation of econometric forecasting models in commodity futures markets
Year of publication: |
1997 ; [Elektronische Ressource]
|
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Other Persons: | Zeng, Tian (contributor) ; Swanson, Norman R. (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 2.1997, 4, p. 159-177
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Subject: | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Kointegration | Cointegration | Schätzung | Estimation | USA | United States | Random Walk | Random walk |
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