Forecasting commodity prices : GARCH, jumps, and mean reversion
Year of publication: |
2006
|
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Authors: | Bernard, Jean-Thomas ; Khalaf, Lynda ; Kichian, Maral ; McMahon, Sebastien |
Publisher: |
Ottawa, Ontario : Bank of Canada |
Subject: | Rohstoffpreis | Commodity price | Prognose | Forecast | Statistische Methode | Statistical method | ARCH-Modell | ARCH model |
Extent: | VI, 12 S. |
---|---|
Series: | Working paper / Bank of Canada. - Ottawa, ISSN 1192-5434, ZDB-ID 2185930-9. - Vol. 2006,14 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Internetausg.: http://www.bankofcanada.ca/en/res/wp/2006/wp06-14.pdf |
Source: | ECONIS - Online Catalogue of the ZBW |
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