Buy this book on-line Walter C. Labys : Modeling and Forecasting Primary Commodity PricesAshgate Publishing Limited, England, 2006 ISBN 9780754646297
8vo - over 7¾" - 9¾" tall. BA3 - A first edition (no additional printing) hardcover book in very good condition that has some bumped corners, wrinkling on the spine edges, some light discoloration and shelf wear with no dust jacket. With Foreword by Clive W.J. Granger. 9.5"x6.25", 239 pages. Satisfaction Guaranteed. Recent economic growth in China Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many other raw materials. Such trends mean that world commodity markets are once again under intense scrutiny. This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods of statistical time series analysis. The latter utilize econometric methods concerned with structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. The price forecasting involves structural time series trend plus cycle and cyclical trend models. Practical applications focus on the price behaviour of more than twenty international commodity markets.. Book Condition: Very Good. Binding: Hardcover. Jacket: No Jacket Click here for full details of this book, to ask a question or to buy it on-line. Bibliophile Bookbase probably offers multiple copies of Walter C. Labys : Modeling and Forecasting Primary Commodity Prices. Click here to select from a complete list of available copies of this book. Bibliophile Bookbase lists over 5 million books, maps and prints including atlases, out of print books, rare books, livres illustrées and livres rares. Bibliophile Bookbase for antiquarian books, maps and prints. |