A factor model for co-movements of commodity prices
Year of publication: |
2014
|
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Authors: | West, Kenneth D. ; Wong, Ka-fu |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 42.2014, p. 289-309
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Subject: | Factor model | Commodity price | Out-of-sample performance | Forecast | Co-movement | Rohstoffpreis | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Welt | World | Rohstoffmarkt | Commodity market | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
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