FORECASTING THE TERM STRUCTURE OF FUTURES PRICES USING A FUNCTIONAL AUTOREGRESSIVE MODEL.

Bachelor's

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Bibliographic Details
Main Author: FOONG WAN LING VALERIE
Other Authors: ECONOMICS
Format: Theses and Dissertations
Published: 2018
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/146972
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1469722019-04-11T13:34:29Z FORECASTING THE TERM STRUCTURE OF FUTURES PRICES USING A FUNCTIONAL AUTOREGRESSIVE MODEL. FOONG WAN LING VALERIE ECONOMICS DENIS TKACHENKO functional autoregressive, natural gas futures term structure Bachelor's Bachelor of Social Sciences (Honours) 2018-09-05T06:01:18Z 2018-09-05T06:01:18Z 2018-04-09 Thesis FOONG WAN LING VALERIE (2018-04-09). FORECASTING THE TERM STRUCTURE OF FUTURES PRICES USING A FUNCTIONAL AUTOREGRESSIVE MODEL.. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/146972
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
topic functional autoregressive, natural gas futures term structure
spellingShingle functional autoregressive, natural gas futures term structure
FOONG WAN LING VALERIE
FORECASTING THE TERM STRUCTURE OF FUTURES PRICES USING A FUNCTIONAL AUTOREGRESSIVE MODEL.
description Bachelor's
author2 ECONOMICS
author_facet ECONOMICS
FOONG WAN LING VALERIE
format Theses and Dissertations
author FOONG WAN LING VALERIE
author_sort FOONG WAN LING VALERIE
title FORECASTING THE TERM STRUCTURE OF FUTURES PRICES USING A FUNCTIONAL AUTOREGRESSIVE MODEL.
title_short FORECASTING THE TERM STRUCTURE OF FUTURES PRICES USING A FUNCTIONAL AUTOREGRESSIVE MODEL.
title_full FORECASTING THE TERM STRUCTURE OF FUTURES PRICES USING A FUNCTIONAL AUTOREGRESSIVE MODEL.
title_fullStr FORECASTING THE TERM STRUCTURE OF FUTURES PRICES USING A FUNCTIONAL AUTOREGRESSIVE MODEL.
title_full_unstemmed FORECASTING THE TERM STRUCTURE OF FUTURES PRICES USING A FUNCTIONAL AUTOREGRESSIVE MODEL.
title_sort forecasting the term structure of futures prices using a functional autoregressive model.
publishDate 2018
url http://scholarbank.nus.edu.sg/handle/10635/146972
_version_ 1681098687314395136