Modeling dynamics of metal price series via state space approach with two common factors
Year of publication: |
2014
|
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Authors: | Golosnoy, Vasyl ; Rossen, Anja |
Institutions: | Hamburgisches WeltWirtschaftsInstitut (HWWI) |
Subject: | state space models | Kalman filter | non-ferrous metals | precious metals |
Extent: | application/pdf |
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Series: | HWWI Research Papers. - ISSN 1861-504X. |
Type of publication: | Book / Working Paper |
Notes: | Number 156 |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E30 - Prices, Business Fluctuations, and Cycles. General ; F00 - International Economics. General |
Source: |
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Modeling dynamics of metal price series via state space approach with two common factors
Golosnoy, Vasyl, (2014)
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Modeling dynamics of metal price series via state space approach with two common factors
Golosnoy, Vasyl, (2014)
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Rossen, Anja, (2011)
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