Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
By: Vladimir Filimonov [and 3 others]
Series: Discussion papers / United Nations Conference on Trade and Development -- No. 212, November 2013; Discussion papers (United Nations Conference on Trade and Development) -- no. 212.
Publisher: United Nations Conference on Trade and Development
Published: 2013
Place of publication: Geneva, Switzerland
Language: eng
Number of pages: 39
Subjects: Commodity exchanges; Mathematical models; Prices; Commodity futures
Notes: "UNCTAD/OSG/DP/2013/2."

Includes bibliographical references (pages 33-36).