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78
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CDC
2009
IEEE
129
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Control Systems
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CDC 2009
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An algorithm for estimating time-varying commodity price models
15 years 7 months ago
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www.cdsc.org.au
— Given the current financial crisis, there is renewed interest in modelling how the price of commodities change in the market. Traditionally, such models have assumed constant ...
Boris I. Godoy, Graham C. Goodwin, Juan C. Agü...
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