Title of article
Parameter estimation in commodity markets: A filtering approach
Author/Authors
Robert J. Elliott، نويسنده , , Cody. B. Hyndman، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
24
From page
2350
To page
2373
Keywords
filtering , parameter estimation , Futures price , EM algorithm
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239076
Link To Document