Modeling and Forecasting Primary Commodity Prices

Modeling and Forecasting Primary Commodity Prices

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This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods of statistical time series analysis.... Average MATLAB Mathworks Computational System MGARCH Multivariate Garch MIP Mixed Integer Programming ... of Agriculture USGS US Geological Survey VAR Vector Autoregression VARMA Vector ARMA VaR Value at Risk VECanbsp;...


Title:Modeling and Forecasting Primary Commodity Prices
Author: Walter C. Labys
Publisher:Ashgate Publishing, Ltd. - 2006
ISBN-13:

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