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Study of a BVAR(p) process applied to U.S. commodity market data
- 1.0331233 - ÚTIA 2010 RIV IT eng C - Conference Paper (international conference)
Šindelář, Jan
Study of a BVAR(p) process applied to U.S. commodity market data.
[Studium BVAR(p) procesu aplikovaného na data z komoditních trhů v USA.]
Proceedings of World Academy of Science, Engineering and Technology, WCSET 2009. Volume 58. Venice: Academic Science Research, 2009 - (Ardil, C.), s. 424-435. ISSN 2070-3724.
[International Conference on Operational Research and Financial Engineering 2009. Benátky (IT), 28.10.2009-30.10.2009]
R&D Projects: GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : Vector Auto-regression * Forecasting * Financial * Bayesian * Efficient Markets
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/SI/sindelar-study of a bvar(p) process applied to u.s. commodity market data.pdf
Permanent Link: http://hdl.handle.net/11104/0176805
Number of the records: 1