Temporal clustering of time series via threshold autoregressive models : application to commodity prices
Year of publication: |
January 2018
|
---|---|
Authors: | Aslan, Sipan ; Yozgatligil, Ceylan ; Iyigun, Cem |
Published in: |
Advances of OR in commodities and financial modeling. - New York, NY, USA : Springer. - 2018, p. 51-77
|
Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Rohstoffpreis | Commodity price | Schätztheorie | Estimation theory |
-
Testing for Linear Trend with Application to Relative Primary Commodity Prices
Kim, Tae-Hwan, (2003)
-
Noncausality and the commodity currency hypothesis
Lof, Matthijs, (2017)
-
The role of El Niño Southern Oscillation in commodity price movement and predictability
Ubilava, David, (2018)
- More ...
-
Representation of Multiplicative Seasonal Vector Autoregressive Moving Average Models
Yozgatligil, Ceylan, (2009)
-
Aggregate claim estimation using bivariate Hidden Markov Model
Oflaz, Zarina Nukeshtayeva, (2019)
-
Koc, Elcin, (2014)
- More ...