Modeling and Forecasting Primary Commodity Prices
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portes grátis
Modeling and Forecasting Primary Commodity Prices
Labys, Walter C.
Taylor & Francis Ltd
10/2006
264
Dura
Inglês
9780754646297
15 a 20 dias
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.
Contents: Introduction; History of Commodity Price Analysis. Long Run Price Movements: Identifying trends and breaks; Convergence of commodity prices. Medium Run Price Movements: Identifying price cycles; Business cycle impacts. Short Run Price Movements: Color of commodity prices; Wavelet models in the time frequency domain. Price Forecasting: Noisy chaotic dynamics; Structural forecasting models; Prospects for the future; Appendix: resources for future research; Bibliography; Index.
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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.
Contents: Introduction; History of Commodity Price Analysis. Long Run Price Movements: Identifying trends and breaks; Convergence of commodity prices. Medium Run Price Movements: Identifying price cycles; Business cycle impacts. Short Run Price Movements: Color of commodity prices; Wavelet models in the time frequency domain. Price Forecasting: Noisy chaotic dynamics; Structural forecasting models; Prospects for the future; Appendix: resources for future research; Bibliography; Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
