A factor model for co-movements of commodity prices
Kenneth D. West; Ka-Fu Wong
| Year of publication: |
2014
|
|---|---|
| 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
|
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010372655