Convolution‐based filtering and forecasting : An application to WTI crude oil prices
Year of publication: |
2021
|
---|---|
Authors: | Gourieroux, Christian ; Jasiak, Joann ; Tong, Michelle |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2021, 7 (21.02.), p. 1230-1244
|
Publisher: |
Wiley |
Saved in:
Online Resource
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