Pmbm Little Hen Mouse & Rabbit

Pmbm Little Hen Mouse & Rabbit by Various

Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many other raw materials. Such trends mean that world commodity markets are once again under intense scrutiny. This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods of statistical time series analysis. The latter utilize econometric methods concerned with structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. The price forecasting involves structural time series trend plus cycle and cyclical trend models. Practical applications focus on the price behaviour of more than twenty international commodity markets.

SKU	Nicht verfügbar
ISBN 13	9780757827426
ISBN 10	075782742X
Titel	Pmbm Little Hen Mouse & Rabbit
Autor	Various
Serie	Pms
Buchzustand	Nicht verfügbar
Bindungsart	Paperback
Verlag	Rigby
Erscheinungsjahr	2002-11-01
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.