Modeling and Forecasting Primary Commodity Prices

Modeling and Forecasting Primary Commodity Prices

by WalterC.Labys (Author)

Synopsis

Provides insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of various methods of statistical time series analysis. Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range.

$168.38

Quantity

5 in stock

More Information

Format: Hardcover
Pages: 239
Edition: illustrated edition
Publisher: Ashgate Publishing Limited
Published: 28 Oct 2006

ISBN 10: 0754646297
ISBN 13: 9780754646297