Pages that link to "Item:Q1703537"
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The following pages link to Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537):
Displaying 5 items.
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework (Q2150851) (← links)
- Clustering nonlinear time series with neural network bootstrap forecast distributions (Q2237523) (← links)
- Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? (Q2241123) (← links)
- Trimmed fuzzy clustering of financial time series based on dynamic time warping (Q2241126) (← links)
