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Commodity futures prices 1 correlation dimension analysis 1 noisy chaotic processes 1 nonlinear models 1 risk and price expectations 1 short term price forecasting 1
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Kyrtsou, Catherine 1 Labys, Walter C. 1 Terraza, Michel 1
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Empirical Economics 1
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Noisy chaotic dynamics in commodity markets
Kyrtsou, Catherine; Labys, Walter C.; Terraza, Michel - In: Empirical Economics 29 (2004) 3, pp. 489-502
The nonlinear testing and modeling of economic and financial time series has increased substantially in recent years, enabling us to better understand market and price behavior, risk and the formation of expectations. Such tests have also been applied to commodity market behavior, providing...
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