Modelling, forecasting and trading of commodity spreads
Historically, econometric models have been developed to model financial instruments and markets however the vast majority of these ‘traditional’ models have one thing in common, linearity. While this is convenient and sometimes intuitive many linear models fail to fully capture the dynamic and compl...
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University of Liverpool
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.617558 |