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Modeling the Commodity Prices of Base Metals in Indian Commodity Market Using a Higher Order Markovian Approach
A higher order Markovian (HOM) model to capture the dynamics of commodity prices is proposed as an alternative to a Markovian model. In particular, the order of the former model, is taken to be the delay, in the response of the industry, to the market information. This is then empirically analyzed f...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer India
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8598939/ https://www.ncbi.nlm.nih.gov/pubmed/34812226 http://dx.doi.org/10.1007/s40953-021-00258-8 |