Up a level |
Jump to: Journal Article
Number of items: 2.
Journal Article
Kleppe, Tore Selland, Liesenfeld, Roman ORCID: 0000-0001-6996-6215, Moura, Guilherme Valle and Oglend, Atle (2022). Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility. Econom. Stat., 23. S. 105 - 128. AMSTERDAM: ELSEVIER. ISSN 2452-3062
Osmundsen, Kjartan Kloster, Kleppe, Tore Selland, Liesenfeld, Roman ORCID: 0000-0001-6996-6215 and Oglend, Atle (2021). Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices. Econometrics, 9 (4). BASEL: MDPI. ISSN 2225-1146