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  • Search: subject:"Mixture Distribution Hypothesis"
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Year of publication
Subject
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Mixture Distribution Hypothesis 3 egarch 2 information 2 Agribusiness 1 Agricultural Finance 1 Börsenkurs 1 Commodity derivative 1 Commodity exchange 1 Commodity price 1 Demand and Price Analysis 1 Estimation 1 Food Consumption/Nutrition/Food Safety 1 Internet 1 Noise Trading 1 Noise trading 1 Rohstoffderivat 1 Rohstoffpreis 1 STR models 1 Schätzung 1 Share price 1 Theorie 1 Theory 1 Tobin Tax 1 Volatility 1 Volatilität 1 Warenbörse 1 Welt 1 World 1 commodity futures prices 1 commodity prices 1 exchange rate volatility 1 futures markets 1 non-linearity 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
All
Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 2 English 1
Author
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Baldi, Lucia 2 Peri, Massimo 2 Vandone, Daniela 2 Damette, Olivier 1
Institution
All
Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 1 International European Forum on Innovation and System Dynamics in Food Networks 1
Published in...
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2012 International European Forum, February 13-17, 2012, Innsbruck-Igls, Austria 1 Working Papers of BETA 1 Working paper 1
Source
All
RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Cover Image
Mixture distribution hypothesis and the impact of a Tobin tax on exhange rate volatility : a reassessment.
Damette, Olivier - Bureau d'Économie Théorique et Appliquée (BETA), … - 2013
explain the role of trading volume on exchange rate volatility (Mixture Distribution Hypothesis), taking into account non …
Persistent link: https://www.econbiz.de/10010643608
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Cover Image
Information Demand and Agriculture Commodity Prices
Peri, Massimo; Vandone, Daniela; Baldi, Lucia - International European Forum on Innovation and System … - 2012
-July 2011. The theoretical framework is the Mixture Distribution Hypothesis, that posits a joint dependence of return …
Persistent link: https://www.econbiz.de/10010914617
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Cover Image
Internet, noise trading and commodity prices
Peri, Massimo; Vandone, Daniela; Baldi, Lucia - 2012
Persistent link: https://www.econbiz.de/10011759934
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