An alternative method to estimate parameters in modelling the behaviour of commodity prices (Q5001194)

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scientific article; zbMATH DE number 7372453
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An alternative method to estimate parameters in modelling the behaviour of commodity prices
scientific article; zbMATH DE number 7372453

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    An alternative method to estimate parameters in modelling the behaviour of commodity prices (English)
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    16 July 2021
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    commodity prices
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    futures prices
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    Kalman filters
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    liquidity
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    risk measurement
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