Complex Dynamics of Commodity Market Returns: A Kernel Principal Component Approach

Additional Metadata
Keywords	Commodity; Returns; Volatility; VaR; PCA; Kernels; GARCH
Thesis Advisor	Opschoor, PA
Persistent URL	hdl.handle.net/2105/73746
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Warnier de Wailly, J. (2024, September 18). Complex Dynamics of Commodity Market Returns: A Kernel Principal Component Approach. Econometrie. Retrieved from http://hdl.handle.net/2105/73746

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