Predictability of aggregate returns on commodity futures in the frequency domain

Autor:	Oliveira, Cláudia da Silva
Přispěvatelé:	Faria, Gonçalo Manuel A. Pereira Oliveira de
Jazyk:	angličtina
Rok vydání:	2019
Předmět:	Commodities Domínio da frequência Retorno de ativos Predictability Previsão Wavelet Asset returns Ciências Sociais::Economia e Gestão [Domínio/Área Científica] Frequency domain
Zdroj:	Repositório Científico de Acesso Aberto de Portugal Repositório Científico de Acesso Aberto de Portugal (RCAAP) instacron:RCAAP
Popis:	Submitted by Rita Monteiro (armonteiro@porto.ucp.pt) on 2019-09-25T17:11:56Z No. of bitstreams: 1 TFM_ClaudiaOliveira_Final.pdf: 1421257 bytes, checksum: e78a7d457e406362eacd306b71a53ed7 (MD5) Approved for entry into archive by Maria Helena Ribeiro (helena.ribeiro@lisboa.ucp.pt) on 2019-11-18T16:18:39Z (GMT) No. of bitstreams: 1 TFM_ClaudiaOliveira_Final.pdf: 1421257 bytes, checksum: e78a7d457e406362eacd306b71a53ed7 (MD5) Made available in DSpace on 2019-11-18T16:18:39Z (GMT). No. of bitstreams: 1 TFM_ClaudiaOliveira_Final.pdf: 1421257 bytes, checksum: e78a7d457e406362eacd306b71a53ed7 (MD5) Previous issue date: 2019-07-02
Databáze:	OpenAIRE
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