Econometric Forecasting Models for Short Term Natural Rubber Prices

This study presents a number of short-term ex-post forecasts of single equation model, Multivariate Autoregressive Moving Average (MARMA) model, simultaneous supply-demand and price system equation model, and Autoregressive Integrated Moving Average (ARIMA) model, and ARCH-type models of natural...

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Détails bibliographiques
Auteur principal: Khin, Aye Aye
Format: Thèse
Langue:anglais
anglais
Publié: 2010
Sujets:
Accès en ligne:http://psasir.upm.edu.my/id/eprint/10717/1/FP_2010_3_A.pdf