FORECASTING THE TERM STRUCTURE OF FUTURES PRICES USING A FUNCTIONAL AUTOREGRESSIVE MODEL.
Bachelor's
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2018
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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 |