Pages that link to "Item:Q2513643"
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The following pages link to Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts (Q2513643):
Displaying 8 items.
- On correlated measurement errors in the Schwartz-Smith two-factor model (Q2148726) (← links)
- Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? (Q2241123) (← links)
- On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman filter (Q2288928) (← links)
- MULTIDIMENSIONAL CALIBRATION OF CRUDE OIL AND REFINED PRODUCTS VIA SEMIDEFINITE PROGRAMMING TECHNIQUES (Q3121227) (← links)
- On the Parameter Estimation in the Schwartz-Smith’s Two-Factor Model (Q3305509) (← links)
- Calibration of a multifactor model for the forward markets of several commodities (Q5746731) (← links)
- Multi-factor polynomial diffusion models and inter-temporal futures dynamics (Q6630458) (← links)
- On autoregressive measurement errors in a two-factor model (Q6630459) (← links)
