Price Forecasting Through Multivariate Spectral Analysis: Evidence for Commodities of BM&Fbovespa
ABSTRACT This study aimed to forecast the prices of a group of commodities through the multivariate spectral analysis model and compare them with those obtained by classical forecasting and neural network models. The choice of commodities such as ethanol, cattle, corn, coffee and soy was due to the...
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| Autores principales: | , |
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| Formato: | article |
| Lenguaje: | EN PT |
| Publicado: |
FUCAPE Business School
2016
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/adfcccfc806f4befb84488d5c65597e0 |
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