Soybean futures price forecasting using dynamic model averaging : do the predictors change over time?
Year of publication: |
2021
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Authors: | Xiong, Tao ; Hu, Zhongyi |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 4, p. 1198-1214
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Subject: | Dynamic model averaging | forecasting | soybean futures | time-varying | Sojabohne | Soybean | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative |
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