On the predictive information of futures' prices : a wavelet-based assessment
Helmut Herwartz and Stephan Schlüter
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Herwartz, Helmut ; Schlüter, Stephan |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 4, p. 345-356
|
| Subject: | denoising | forecasting | futures prices | wavelet transform | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Prognose | Forecast | Rohstoffderivat | Commodity derivative | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2435 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011860427