Stochastic dynamical modelling of spot freight rates (Q5382665)
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scientific article; zbMATH DE number 7067495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic dynamical modelling of spot freight rates |
scientific article; zbMATH DE number 7067495 |
Statements
Stochastic dynamical modelling of spot freight rates (English)
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18 June 2019
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freight market
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spot prices
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Lévy processes
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normal inverse Gaussian distribution
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stochastic volatility
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stationarity
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autoregressive moving average time series
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value-at-risk
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