Modelling and filtering for dynamic investment in the precious-metals market (Q5044142)
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scientific article; zbMATH DE number 7606310
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| default for all languages | No label defined |
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| English | Modelling and filtering for dynamic investment in the precious-metals market |
scientific article; zbMATH DE number 7606310 |
Statements
Modelling and filtering for dynamic investment in the precious-metals market (English)
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24 October 2022
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price filtering
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dynamic model estimation
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regime-switching behaviour
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commodity markets
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risk management
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0.82663214
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0.8243324
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0.8217755
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