Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782)

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Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market
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    Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (English)
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    24 March 2021
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    endogenous sampling Markov processes
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    simulation estimation
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    method of simulated moments (MSM)
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    commodity price speculation
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    inventory investment
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    \((S,s)\) strategies
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