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~isPartOf:"The journal of futures markets"
~subject:"Volatilität"
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Volatilität
Bayes-Statistik
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The journal of futures markets
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Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
3
A jump diffusion model for agricultural commodities with Bayesian analysis
Schmitz, Adam
;
Wang, Zhiguang
;
Kimn, Jung-han
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 235-260
Persistent link: https://www.econbiz.de/10010355435
Saved in:
4
Do volatility determinants vary across futures contracts? : insights from a smoothed bayesian estimator
Karali, Berna
;
Dorfman, Jeffrey H.
;
Thurman, Walter N.
- In:
The journal of futures markets
30
(
2010
)
3
,
pp. 257-277
Persistent link: https://www.econbiz.de/10003962516
Saved in:
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