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Dynamic Calibration of Price-Trend Parameters for Commodity Futures Trading
AuthID
P-00H-M38
2
Author(s)
Sarsfield Cabral, JA
·
Guimarães, RC
Document Type
Article
Year published
1994
Published
in
Journal of the Operational Research Society,
ISSN: 0160-5682
Volume: 45, Issue: 8, Pages: 867-877
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Publication Identifiers
DOI
:
10.1057/jors.1994.138
Scopus
: 2-s2.0-84974858070
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ISSN
: 0160-5682
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