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Quantification of the high level of endogeneity and of structural regime shifts in commodity markets / Vladimir Filimonov, David Bicchetti, Nicolas Maystre and Didier Sornette

Filimonov, Vladimir; Bicchetti, David; Maystre, Nicolas; Sornette, Didier; UNCTAD
2013
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[TD/]UNCTAD/OSG/DP/2013/2
Title
Quantification of the high level of endogeneity and of structural regime shifts in commodity markets / Vladimir Filimonov, David Bicchetti, Nicolas Maystre and Didier Sornette
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English: osgdp20132_en - PDF ;
Authors
Filimonov, Vladimir
Bicchetti, David
Maystre, Nicolas
Sornette, Didier
UNCTAD
Series
Date
Geneva : UN, Nov. 2013
Description
iii, 39 p.
Notes
Available also at UNCTAD website (viewed 25 Feb. 2014).
Collections
Resource Type > Documents and Publications > Other Documents and Publications
UN Bodies > Other UN Bodies and Entities > Conference on Trade and Development (UNCTAD)

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