//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Zeitreihenanalyse"
~person:"Nielsen, Morten Ørregaard"
~person:"Serna, Gregorio"
~subject:"ARMA-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Rohstoffpreis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARMA-Modell
Commodity price
5
Rohstoffpreis
5
Commodity derivative
4
Rohstoffderivat
4
Time series analysis
4
Commodity prices
3
Kalman filter
3
State space model
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Zustandsraummodell
3
ARMA model
2
Estimation
2
Schätzung
2
Stochastic calculus
2
Volatility
2
Volatilität
2
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Commodity derivatives
1
Commodity exchange
1
Commodity market
1
Convenience yield
1
Crack spread
1
Derivat
1
Derivative
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation theory
1
Fractional integration
1
Heteroscedasticity
1
Heteroskedastizität
1
Market price of risk
1
Option pricing theory
1
Optionspreistheorie
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Nielsen, Morten Ørregaard
Serna, Gregorio
De Pace, Pierangelo
6
Hernandez, Manuel A.
6
Pfaffenzeller, Stephan
4
Prokopczuk, Marcel
4
Taylor, Robert
4
Aggarwal, Radhika
3
De Nicola, Francesca
3
Gaiha, Raghav
3
Kaicker, Nidhi
3
Labys, Walter C.
3
Lee, Junsoo
3
McDermott, C. John
3
Newbold, Paul
3
Winkelried, Diego
3
de Nicola, Francesca
3
Cashin, Paul A.
2
Casoli, Chiara
2
Cavaliere, Giuseppe
2
Chen, Mei-hsiu
2
Cole, Arthur Harrison
2
Deaton, Angus
2
Diewald, Laszlo
2
Ellwanger, Reinhard
2
Ghoshray, Atanu
2
Gupta, Rangan
2
Holt, Matthew T.
2
Issler, João Victor
2
Laroque, Guy
2
List, John A.
2
Lucchetti, Riccardo
2
Lutz, Matthias G.
2
Oglend, Atle
2
Paschke, Raphael
2
Persson, Anna
2
Población, Javier
2
Rayner, Anthony J.
2
Snudden, Stephen
2
Spargoli, Fabrizio
2
more ...
less ...
Published in...
All
CREATES research paper
1
Energy economics
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
2
Is the refining margin stationary?
Población, Javier
;
Serna, Gregorio
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 169-186
Persistent link: https://www.econbiz.de/10011626045
Saved in:
3
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
4
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->