Number of the records: 1
Study of a BVAR(p) process applied to U.S. commodity market data
- 1.
SYSNO 0331233 Title Study of a BVAR(p) process applied to U.S. commodity market data Title Studium BVAR(p) procesu aplikovaného na data z komoditních trhů v USA Author(s) Šindelář, Jan (UTIA-B) Source Title Proceedings of World Academy of Science, Engineering and Technology, WCSET 2009, Volume 58 - Part III.. S. 424-435. - Venice : Academic Science Research, 2009 / Ardil Cemal Conference International Conference on Operational Research and Financial Engineering 2009, Benátky, 28.10.2009-30.10.2009 Document Type Konferenční příspěvek (zahraniční konf.) Grant 2C06001 GA MŠMT - Ministry of Education, Youth and Sports (MEYS) CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country IT Keywords Vector Auto-regression * Forecasting * Financial * Bayesian * Efficient Markets URL 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