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Econometric forecasting models for short term natural rubber prices. | |
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Books boeken khin lambert academic publishing paperback september 2011: This study presents a number of short-term ex-post forecasts of single equation model Multivariate Autoregressive Moving Average MARMA model simultaneous supply-demand and price system equation model and Autoregressive Integrated Moving Average ARIMA model and ARCH-type models of natural rubber NR SMR20 Standard Malaysia Rubber of grade 20 prices in the world NR market.
The ARCH-type models Autoregressive Conditional Heteroskedasticity used include the GARCH 11 Generalized ARCH model EGARCH 11 The Exponential GARCH model PARCH 11 The Power ARCH and CGARCH 11 The Component GARCH model.
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