Wavelet transforms and commodity prices
Year of publication: |
2005
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Other Persons: | Connor, Jeff (contributor) ; Rossiter, Rosemary D. (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. 9.2005, 1, p. 1-20
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Subject: | Zustandsraummodell | State space model | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Volatilität | Volatility | Korrelation | Correlation | Varianzanalyse | Analysis of variance |
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