Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F
This paper studies the applicability of time series models as a decision tool of buy and sell orders of live cattle futures contracts in the Brazilian Futures Market (BM&F), on dates close to expiration. The models considered are: ARIMA, Neural Networks and Dynamic Linear Models – DLM (this in t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidade Federal de Minas Gerais
2009-05-01
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| Series: | Nova Economia |
| Subjects: | |
| Online Access: | http://revistas.face.ufmg.br/index.php/novaeconomia/article/view/396 |