Carlo Moretto

University of St. Gallen

Dufourstrasse

St. Gallen, 9000

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

259

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Forecasting Copper Prices with Dynamic Averaging and Selection Models

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 57 Posted: 18 Aug 2014 Last Revised: 01 Jun 2017
Daniel Buncic and Carlo Moretto
Stockholm University - Stockholm Business School and University of St. Gallen
Downloads 259 (124,085)
Citation 5

Abstract:

Loading...

Copper forecasting, time varying parameter model, state-space modelling, dynamic averaging and selection models