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subject:"ARCH-Modell"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of applied econometrics"
~subject:"Schätzung"
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ARCH-Modell
Schätzung
Commodity derivative
14
Rohstoffderivat
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11
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11
Estimation
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Volatility
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USA
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VAR model
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VAR-Modell
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Holt, Matthew T.
2
Chen, Sihong
1
Delle Chiaie, Simona
1
Diks, Cees G. H.
1
Fernholz, Ricardo T.
1
Ferrara, Laurent
1
Fong, Wai-mun
1
Garratt, Anthony
1
Giannone, Domenico
1
Haigh, Michael S.
1
Li, Qi
1
Manić, Slavica
1
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1
Pavkov, Ivan
1
Petrella, Ivan
1
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1
Shu, Haicheng
1
Spencer, Peter D.
1
Wang, Qiaoyu
1
Wolski, Marcin
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Zhang, Yu Yvette
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Živkov, Dejan
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of applied econometrics
Energy economics
127
The journal of futures markets
48
Economic modelling
31
Finance research letters
30
Applied economics
24
International review of economics & finance : IREF
24
International review of financial analysis
21
Applied economics letters
17
International Journal of Energy Economics and Policy : IJEEP
17
Journal of commodity markets
17
Journal of international money and finance
17
Working paper
17
Journal of banking & finance
15
The North American journal of economics and finance : a journal of financial economics studies
14
Research in international business and finance
13
American journal of agricultural economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied financial economics
10
Econometric Institute research papers
10
International journal of finance & economics : IJFE
10
The energy journal
10
CESifo working papers
9
Journal of urban economics
9
NBER working paper series
9
International journal of forecasting
8
Journal of international financial markets, institutions & money
8
NBER Working Paper
7
Cogent economics & finance
6
Discussion paper / Centre for Economic Policy Research
6
IMF working papers
6
Journal of agricultural economics
6
Journal of empirical finance
6
Journal of forecasting
6
European review of agricultural economics : ERAE
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
The empirical economics letters : a monthly international journal of economics
5
CESifo Working Paper Series
4
Discussion paper series / IZA
4
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1
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
2
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
3
Nonparametric methods and local‐time‐based estimation for dynamic power law distributions
Fernholz, Ricardo T.
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1244-1260
Persistent link: https://www.econbiz.de/10011862593
Saved in:
4
Quasi-rational and Ex Ante price expectations in commodity supply models : an empirical analysis of the US broiler market
Holt, Matthew T.
;
McKenzie, Andrew M.
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 407-426
Persistent link: https://www.econbiz.de/10001779857
Saved in:
5
Modelling the conditional volatility of commodity index futures as a regime switching process
Fong, Wai-mun
;
See, Kim Hock
- In:
Journal of applied econometrics
16
(
2001
)
2
,
pp. 133-163
Persistent link: https://www.econbiz.de/10001573886
Saved in:
6
Crack spead hedging : accounting for time-varying volatility spillovers in the energy futures markets
Haigh, Michael S.
;
Holt, Matthew T.
- In:
Journal of applied econometrics
17
(
2002
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10001676815
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7
Nonlinear granger causality : guidelines for multivariate analysis
Diks, Cees G. H.
;
Wolski, Marcin
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1333-1351
Persistent link: https://www.econbiz.de/10011687494
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8
Nonlinear examination of the "heat wave" and "meteor shower" effects between spot and futures markets of the precious metals
Živkov, Dejan
;
Manić, Slavica
;
Pavkov, Ivan
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
2
,
pp. 1109-1134
Persistent link: https://www.econbiz.de/10013440356
Saved in:
9
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
10
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
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