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subject:"ARCH-Modell"
~accessRights:"free"
~person:"Baídya, Tara Keshar Nanda"
~person:"Zagaglia, Paolo"
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Baídya, Tara Keshar Nanda
Zagaglia, Paolo
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Along the forward curve for natural gas : unobservable shocks and dynamic correlations
Spargoli, Fabrizio
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003521058
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Modeling and forecasting the volatility of gas futures prices
Aiube, Fernando Antônio Lucena
;
Samanez, Carlos P.
; …
- In:
Revista Brasileira de Finanças : RBFin
15
(
2017
)
4
,
pp. 511-535
Persistent link: https://www.econbiz.de/10012000207
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Macroeconomic factors and oil futures prices : a data-rich model
Zagaglia, Paolo
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2009
Persistent link: https://www.econbiz.de/10003803866
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