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~person:"Cifarelli, Giulio"
~subject:"Germany"
~subject:"Spekulation"
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ARCH model
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Cifarelli, Giulio
Herwartz, Helmut
10
Laurent, Sébastien
8
Mittnik, Stefan
8
Polasek, Wolfgang
8
Grammig, Joachim
6
Manera, Matteo
6
Nicolini, Marcella
6
Pelloni, Gianluigi
6
Feng, Yuanhua
5
Fengler, Matthias R.
5
Hautsch, Nikolaus
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Vignati, Ilaria
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4
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Paladino, Giovanna
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4
Raaij, Gabriela de
4
Raunig, Burkhard
4
Baur, Dirk G.
3
Caporin, Massimiliano
3
Claessen, Holger
3
Degiannakis, Stavros Antonios
3
Floros, Christos
3
Giacomini, Enzo
3
Gottschling, Andreas
3
Hafner, Christian M.
3
Handel, Michael
3
Hujer, Reinhard
3
Härdle, Wolfgang
3
Lütkepohl, Helmut
3
Paruolo, Paolo
3
Pohlmeier, Winfried
3
Polster, Rainer
3
Violante, Francesco
3
Wilfling, Bernd
3
Andersson, Jonas
2
Beine, Michel
2
Bohl, Martin T.
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Journal of financial markets
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Journal of international money and finance
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ECONIS (ZBW)
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1
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
2
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of financial markets
25
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
Saved in:
3
Oil price dynamics and speculation : a multivariate financial approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Energy economics
32
(
2010
)
2
,
pp. 363-372
Persistent link: https://www.econbiz.de/10003954624
Saved in:
4
Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of international money and finance
24
(
2005
)
3
,
pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
Saved in:
5
Stock market exuberance : linkages between the US and the European markets
Cifarelli, Giulio
;
Paladino, Giovanna
-
2000
Persistent link: https://www.econbiz.de/10001604060
Saved in:
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