Parameter estimation in commodity markets : a filtering approach
Robert J. Elliott, Cody B. Hyndman
| Year of publication: |
2007
|
|---|---|
| Authors: | Elliott, Robert J. ; Hyndman, Cody B. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 7, p. 2350-2373
|
| Subject: | Zustandsraummodell | State space model | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Theorie | Theory |
| 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/10003485120