Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process
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Publication:2139685
DOI10.1016/J.PHYSA.2020.124659zbMATH Open1496.62175OpenAlexW3025088026MaRDI QIDQ2139685FDOQ2139685
Authors: Dawid Szarek, Łukasz Bielak, Agnieszka Wyłomańska 
Publication date: 19 May 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2020.124659
Recommendations
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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Cited In (7)
- Stochastic model for gold prices and its application for no-arbitrage pricing
- Forecasting commodity prices: empirical evidence using deep learning tools
- Modelling and filtering for dynamic investment in the precious-metals market
- Long-term behavior of non-ferrous metal price models with jumps
- The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance
- How has volatility in metals markets changed?
- The numerical model of forecasting aluminium prices by using two initial values
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