Modeling and Forecasting Primary Commodity Prices
Auteur : Labys Walter C.
Date de parution : 10-2006
15.6x23.4 cm
Date de parution : 06-2019
15.6x23.4 cm
Thème de Modeling and Forecasting Primary Commodity Prices :
Mots-clés :
Forecasting Primary Commodity Prices; series; Commodity Price Series; Price Series; hypothesis; Unit Roots; unit; STS Approach; root; Commodity Price; time; Price Cycles; cycles; Model Model Model Model Model; structural; STS; break; AA AA AA; lyapunov; STS Model; AA AA; Multi-resolution Analysis; Multiresolution Analysis; Time Trend Specification; AA AA AA AA; Daubechies Wavelets; Endogenous Break Tests; Unit Root Null Hypothesis; RR RR; Commodity Price Behavior; Hurst Exponent; Father Wavelet; Fractal Dimension; Power Law Exponent