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subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Forecasting model"
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ARCH-Modell
Estimation
Forecasting model
Rohstoffderivat
4,247
Commodity derivative
4,226
Rohstoffpreis
3,387
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3,218
Welt
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2,029
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738
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Börsenkurs
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439
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McAleer, Michael
33
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29
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25
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14
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14
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13
Prokopczuk, Marcel
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12
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Arezki, Rabah
11
Belke, Ansgar
10
Coibion, Olivier
10
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10
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10
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10
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10
Zhang, Yaojie
10
Bordon, Ingo G.
9
Chevallier, Julien
9
García, Philip
9
Hammoudeh, Shawkat
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Algieri, Bernardina
8
Irwin, Scott H.
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Lu, Xinjie
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Luo, Jiawen
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Triantafyllou, Athanasios
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Chiarella, Carl
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Dehn, Jan
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Kilian, Lutz
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Korn, Olaf
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Liang, Chao
7
McDonald, John F.
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McKenzie, Andrew M.
7
Miffre, Joëlle
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Eric Cuvillier <Firma>
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World Bank / Development Research Group / Rural development
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World Bank Group
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Energy economics
141
The journal of futures markets
60
Economic modelling
37
Applied economics
27
Finance research letters
25
International review of financial analysis
24
International review of economics & finance : IREF
23
Journal of international money and finance
21
Journal of commodity markets
20
Journal of banking & finance
18
Working paper
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Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
17
The energy journal
16
The North American journal of economics and finance : a journal of financial economics studies
15
American journal of agricultural economics
14
Research in international business and finance
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International journal of forecasting
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NBER working paper series
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11
Applied financial economics
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Cogent economics & finance
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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Journal of agricultural economics
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Review of quantitative finance and accounting
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Agricultural economics : the journal of the International Association of Agricultural Economists
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ECONIS (ZBW)
1,602
EconStor
3
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1
Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
Saved in:
2
Speculation in commodity futures markets, inventories and the price of crude oil
Byun, Sung Je
- In:
The energy journal
38
(
2017
)
5
,
pp. 93-113
Persistent link: https://www.econbiz.de/10011791800
Saved in:
3
Commodity price forecasts and futures prices
Choe, Boum-Jong
-
1990
Persistent link: https://www.econbiz.de/10000131398
Saved in:
4
Speculation, hedging and commodity price forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
Persistent link: https://www.econbiz.de/10000571163
Saved in:
5
Futures prices as forecasts of commodity spot prices
Giles, David E. A.
;
Goss, Barry A.
-
1980
Persistent link: https://www.econbiz.de/10000012349
Saved in:
6
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
7
Commodity futures prices as forecasts
Tomek, William G.
- In:
Review of agricultural economics : RAE
19
(
1997
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10001230571
Saved in:
8
Forecasting ability of the rational expectations model in the commodity futures market
Akkina, Krishna Rao
- In:
The journal of economics
13
(
1987
),
pp. 105-109
Persistent link: https://www.econbiz.de/10001250098
Saved in:
9
Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang
;
Feng, Yun
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
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10
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
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