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type_genre:"Non-commercial literature"
~person:"Allen, David E."
~person:"Pesaran, M. Hashem"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Futures
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Volatility
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Volatilität
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Currency derivative
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EU countries
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1991-2007
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Australia
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Allen, David E.
Pesaran, M. Hashem
Andersen, Torben
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Zaffaroni, Paolo
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A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2016
Persistent link: https://www.econbiz.de/10011500264
Saved in:
2
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671171
Saved in:
3
Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641741
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