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Time series analysis
Volatility
43,972
Volatilität
43,710
Theorie
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12,928
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10,120
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9,981
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Risk
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Portfolio-Management
3,019
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73
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52
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49
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48
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45
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38
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35
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33
Lux, Thomas
33
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30
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30
Timmermann, Allan
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27
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24
Chan, Joshua
23
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Tiwari, Aviral Kumar
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21
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Tauchen, George Eugene
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Chang, Chia-Lin
19
Engle, Robert F.
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Herwartz, Helmut
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Rodriguez, Gabriel
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Bos, Charles S.
18
Cavaliere, Giuseppe
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Kim, Donggyu
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Kruse, Robinson
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Todorov, Viktor
18
Hansen, Peter Reinhard
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Ma, Feng
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Business Information Centre <Toronto>
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
State University of New York at Albany / Department of Economics
1
The Wharton Financial Institutions Center
1
Third World Studies Center <Quezon>
1
Trinity College
1
University of Cambridge / Faculty of Economics
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Journal of econometrics
146
Economic modelling
97
Applied economics
91
Discussion paper / Tinbergen Institute
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Energy economics
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Economics letters
68
Finance research letters
62
Journal of empirical finance
61
International journal of forecasting
58
Journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Econometric reviews
48
International review of financial analysis
47
Applied economics letters
43
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of banking & finance
41
International review of economics & finance : IREF
38
Working paper
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
CREATES research paper
34
Computational economics
34
Econometrics : open access journal
33
Journal of financial econometrics
32
Quantitative finance
31
Journal of risk and financial management : JRFM
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
The econometrics journal
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CESifo working papers
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Econometric theory
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of applied econometrics
24
Research in international business and finance
24
Journal of economic dynamics & control
22
SFB 649 discussion paper
22
Journal of time series econometrics
21
International journal of finance & economics : IJFE
20
CAMA working paper series
19
Cambridge working papers in economics
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ECONIS (ZBW)
4,898
RePEc
2
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1
Testing the Prebisch–Singer hypothesis since 1650 : evidence from panel techniques that allow for multiple breaks
Arezki, Rabah
;
Hadri, Kaddour
;
Loungani, Prakash
;
Rao, Yao
- In:
Journal of international money and finance
42
(
2014
),
pp. 208-223
Persistent link: https://www.econbiz.de/10010372665
Saved in:
2
Time-varying causality between oil and commodity prices in the presence of structural breaks and nonlinearity
Gupta, Rangan
;
Kean, Gbeada Josiane Seu Epse
;
Tsebe, …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 469-491
Persistent link: https://www.econbiz.de/10011428286
Saved in:
3
Commodity
volatility
breaks
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
Saved in:
4
The evolution of commodity trios prices and causality equation : in structural break perspective
Pala, Aynur
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10014496302
Saved in:
5
Bayesian model averaging and identification of structural breaks in time series
Balcombe, Kelvin G.
;
Fraser, Iain M.
;
Sharma, Abhijit
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3805-3818
Persistent link: https://www.econbiz.de/10009380621
Saved in:
6
Breaks, trends and unit roots in commodity prices : a robust investigation
Ghoshray, Atanu
;
Kejriwal, Mohitosh
;
Wohar, Mark E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10010347340
Saved in:
7
Sharp breaks or smooth shifts? : an investigation of the evolution of primary commodity prices
Enders, Walter
;
Holt, Matthew T.
- In:
American journal of agricultural economics
94
(
2012
)
3
,
pp. 659-673
Persistent link: https://www.econbiz.de/10009576555
Saved in:
8
Price dynamics in agricultural commodity markets : a comparison of European and US markets
Statnik, Jean-Christophe
;
Verstraete, David
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1103-1117
Persistent link: https://www.econbiz.de/10011303516
Saved in:
9
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:
10
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
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