Back to Results
First PageMeta Content
Time series / Autoregressive conditional heteroskedasticity / Regression analysis / Scientific modelling / Economic model / Bayesian econometrics / Mixture model / Dynamic stochastic general equilibrium / Statistics / Econometrics / Economics


CFE-ERCIM PROGRAMME CHANGES • Cancellations: Abstract C135: H. Suenaga. Estimating a term-structure model of commodity prices with heteroskedastic measurement error. Session CS76. Modelling the term structure of intere
Add to Reading List

Document Date: 2013-12-13 11:12:26

Open Document

File Size: 29,88 KB

Share Result on Facebook

Company

Russell / /

Country

United Kingdom / Wales / /

IndustryTerm

empirical finance / Electricity price forecasting / digital signal processing / statistical signal processing / /

Organization

European Central Bank / European Union / Senate / /

Person

Murray Pollack / Wenceslao Gonzalez-Manteiga / Herman K. van Dijk / Jean-Michel Zakoian / Andrea Tancredi / Laurent Callot / Andres M. Alonso / Giovanni Di Bartolomeo / Douglas Hodgson / Pilar Poncela / /

Position

Chair / flexible time-varying mixture model for economic time series / Chancellor / trader / presenting author / /

Product

Digital Products International C730 Portable Audio Device / /

Technology

Matrix algorithms / Simulation / DSP / /

SocialTag