The Comparison of Models for Forecasting the Prices of Commodity Futures

碩士 === 僑光技術學院 === 管理研究所 === 97 === The commodities price rose very fast in this period and the oil price was over 100$ in 2008. Consequently, this research will model several commodity futures models and compare the performance of forecast, next see if simple models perform better than complex model...

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Bibliographic Details
Main Authors: Jyh-Woei Shy, 施智偉
Other Authors: Yi-chun Weng
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/13513973539628200685