Study of a BVAR(p) process applied to U.S. commodity market data

ŠINDELÁŘ, J. Study of a BVAR(p) process applied to U.S. commodity market data. In: ARDIL, Cemal, ed. Proceedings of World Academy of Science, Engineering and Technology, WCSET 2009. Part III. Volume 58. Venice: Academic Science Research, 2009, s. 424-435. ISSN 2070-3724. Dostupné z: http://library.utia.cas.cz/separaty/2009/SI/sindelar-study of a bvar(p) process applied to u.s. commodity market data.pdf