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Jumps and stochastic volatilit...
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1
Stochastic volatility and leverage effect in energy markets : evidence from high frequency data with VaR and CVaR risk analysis
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
-
2018
Persistent link: https://www.econbiz.de/10011891045
Saved in:
2
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
-
2018
Persistent link: https://www.econbiz.de/10011891048
Saved in:
3
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
Baum, Christopher F.
;
Zerilli, Paola
- In:
Energy economics
53
(
2016
),
pp. 175-181
Persistent link: https://www.econbiz.de/10011660506
Saved in:
4
Stochastic volatility, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
- In:
Energy economics
93
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
Saved in:
5
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
6
Coordination of large macroeconomies' policies and the stability of small economies
Baum, Christopher F.
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 21-25
Persistent link: https://www.econbiz.de/10001027290
Saved in:
7
[Rezension von: Kendrick, David A., Feedback]
Baum, Christopher F.
- In:
Journal of economic literature
28
(
1990
)
1
,
pp. 87-88
Persistent link: https://www.econbiz.de/10001344162
Saved in:
8
The effects of price- and output-stabilising policies in an interdependent world economy
Baum, Christopher F.
- In:
Journal of economic dynamics & control
11
(
1987
)
2
,
pp. 195-200
Persistent link: https://www.econbiz.de/10001033270
Saved in:
9
Applications of optimal control theory to macroeconomic stabilization policy
Baum, Christopher F.
-
1980
-
Authorized facs
Persistent link: https://www.econbiz.de/10000038982
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10
A review of Stata 8.1 and its time series capabilities
Baum, Christopher F.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10002912954
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