Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Are Commodity Prices More Vola...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Volatility
43,914
Volatilität
43,652
Theorie
13,187
Theory
12,911
Börsenkurs
10,109
Share price
9,970
Schätzung
9,351
Estimation
9,128
ARCH-Modell
7,349
ARCH model
7,277
Kapitaleinkommen
6,971
Welt
6,958
Capital income
6,944
World
6,816
Aktienmarkt
5,923
Stock market
5,866
Wechselkurs
5,364
Exchange rate
5,266
Zeitreihenanalyse
4,993
USA
4,906
Time series analysis
4,892
United States
4,741
Prognoseverfahren
4,524
Forecasting model
4,463
Stochastischer Prozess
4,313
Optionspreistheorie
4,193
Option pricing theory
4,133
Structural break
3,800
Rohstoffpreis
3,798
Strukturbruch
3,779
Commodity price
3,622
Risk
3,384
Risiko
3,343
Portfolio-Management
3,008
Portfolio selection
2,996
Ölpreis
2,811
Oil price
2,791
volatility
2,717
Finanzmarkt
2,687
more ...
less ...
Online availability
All
Free
1,677
Undetermined
1,317
CC license
82
Type of publication
All
Article
2,458
Book / Working Paper
1,785
Type of publication (narrower categories)
All
Article in journal
2,345
Aufsatz in Zeitschrift
2,345
Graue Literatur
756
Non-commercial literature
756
Arbeitspapier
725
Working Paper
725
Aufsatz im Buch
99
Book section
99
Hochschulschrift
69
Thesis
49
Conference paper
17
Konferenzbeitrag
17
Collection of articles of several authors
12
Sammelwerk
12
Collection of articles written by one author
9
Forschungsbericht
9
Sammlung
9
Bibliografie enthalten
7
Bibliography included
7
Aufsatzsammlung
6
Systematic review
6
Übersichtsarbeit
6
Lehrbuch
5
Amtsdruckschrift
4
Government document
4
Textbook
4
Handbook
3
Handbuch
3
Konferenzschrift
2
Rezension
2
Accompanied by computer file
1
CD-ROM, DVD
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
Mikroform
1
Ratgeber
1
Reprint
1
more ...
less ...
Language
All
English
4,213
German
29
French
1
Portuguese
1
Author
All
McAleer, Michael
65
Chan, Joshua
40
Koopman, Siem Jan
40
Asai, Manabu
38
Todorov, Viktor
34
Cui, Zhenyu
33
Chiarella, Carl
30
Mumtaz, Haroon
25
Tauchen, George Eugene
25
Shephard, Neil G.
24
Barndorff-Nielsen, Ole E.
23
Escobar, Marcos
23
Benth, Fred Espen
22
Clark, Todd E.
22
Fouque, Jean-Pierre
22
Bos, Charles S.
21
Platen, Eckhard
21
Yu, Jun
21
Alòs, Elisa
20
Andersen, Torben
20
Marcellino, Massimiliano
20
Takahashi, Akihiko
20
Jacquier, Antoine (Jack)
19
Martin, Gael M.
19
Nguyen, Duy
19
Carriero, Andrea
17
Hafner, Christian M.
17
Härdle, Wolfgang
17
Kang, Boda
17
Renò, Roberto
17
Wong, Hoi Ying
17
Grasselli, Martino
16
Renault, Eric
16
Sircar, Kaushik Ronnie
16
Carr, Peter
15
Forde, Martin
15
Gatheral, Jim
15
Jacquier, Antoine
15
Lucas, André
15
Rubio-Ramírez, Juan Francisco
15
more ...
less ...
Institution
All
National Bureau of Economic Research
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Centre for Analytical Finance <Århus>
5
Nuffield College
3
University of Chicago / Graduate School of Business
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
2
University of Canterbury / Dept. of Economics and Finance
2
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of British Columbia / Finance Division
1
University of Exeter / Department of Economics
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Zentrum für Europäische Wirtschaftsforschung
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
143
Journal of econometrics
123
Quantitative finance
106
Applied mathematical finance
67
Discussion paper / Tinbergen Institute
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Finance and stochastics
58
The journal of computational finance
56
Finance research letters
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
Computational economics
49
Econometric reviews
45
Journal of economic dynamics & control
45
Energy economics
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
European journal of operational research : EJOR
39
Journal of banking & finance
39
Journal of mathematical finance
38
Economics letters
37
Annals of finance
36
Risks : open access journal
34
The journal of futures markets
34
Working paper
34
Insurance / Mathematics & economics
33
International journal of financial engineering
33
Journal of empirical finance
33
Research paper series / Swiss Finance Institute
32
The North American journal of economics and finance : a journal of financial economics studies
31
Applied economics
28
Economic modelling
27
Review of derivatives research
27
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
CAMA working paper series
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Econometrics : open access journal
21
Journal of risk and financial management : JRFM
21
Swiss Finance Institute Research Paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Journal of financial econometrics
19
more ...
less ...
Source
All
ECONIS (ZBW)
4,243
Showing
1
-
10
of
4,243
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stationarity changes in long-run energy commodity prices
Zaklan, Aleksandar
;
Abrell, Jan
;
Neumann, Anne
- In:
Energy economics
59
(
2016
),
pp. 96-103
Persistent link: https://www.econbiz.de/10011699492
Saved in:
2
A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban
;
Karul, Cagin
- In:
Economic modelling
61
(
2017
),
pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
Saved in:
3
Effect of the U.S.-China trade war on stock markets : a financial contagion perspective
Oh, Minseog
;
Kim, Donggyu
-
2024
Persistent link: https://www.econbiz.de/10015338760
Saved in:
4
Price generating process and
volatility
in Nigerian agricultural commodities market
Ojogho, Osaihiomwan
;
Egware, Robert Awotu
- In:
International journal of food and agricultural …
3
(
2015
)
4
,
pp. 55-64
Persistent link: https://www.econbiz.de/10011557936
Saved in:
5
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
6
Closed-Form Option Pricing Formulas for Mean-Reverting Commodity Prices with Regime-Switching
Christoforidou, Amalia
-
2015
commodity prices and regime-switching in the commodity returns
volatility
. After a closed-form solution for the option value in …
Persistent link: https://www.econbiz.de/10013022750
Saved in:
7
Discussion of
volatility
in agribusiness-oriented asset markets : peeking through a Bayesian window
Tobias, Justin L.
- In:
American journal of agricultural economics
93
(
2011
)
2
,
pp. 441-443
Persistent link: https://www.econbiz.de/10009374044
Saved in:
8
Bayesian state-space estimation of stochastic
volatility
for storable commodities
Karali, Berna
;
Power, Gabriel J.
;
Ishdorj, Ariun
- In:
American journal of agricultural economics
93
(
2011
)
2
,
pp. 434-440
Persistent link: https://www.econbiz.de/10009374045
Saved in:
9
Regime switching in stochastic models of commodity prices : an application to an optimal tree harvesting problem
Chen, Shan
;
Insley, Margaret
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10009489614
Saved in:
10
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
