Narrow search
Showing 1 - 10 of 438
Cover Image
Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki; Smith, Aaron D.; Williams, Jeffrey - In: The journal of futures markets 28 (2008) 5, pp. 438-463
Persistent link: https://www.econbiz.de/10003699693
Cover Image
Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki (contributor); Smith, Aaron D. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003396527
Cover Image
Markov breaks in regression models
Smith, Aaron D. - In: Journal of time series econometrics 4 (2012) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10009623499
Cover Image
Forecasting in the presence of level shifts
Smith, Aaron D. - In: Journal of forecasting 24 (2005) 8, pp. 557-574
Persistent link: https://www.econbiz.de/10003269279
Cover Image
Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D. - In: Journal of applied econometrics 20 (2005) 3, pp. 405-422
Persistent link: https://www.econbiz.de/10002807215
Cover Image
Level shifts and the illusion of long memory in economic time series
Smith, Aaron D. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10003012987
Cover Image
Biofuels, the renewable fuel standard, and policy ineffectiveness
Smith, Aaron D. - 2018
Persistent link: https://www.econbiz.de/10012228710
Cover Image
Computer and internet use by Great Plains farmers
Smith, Aaron D.; Morrison, Catherine J.; Goe, W. Richard; … - 2004
Persistent link: https://www.econbiz.de/10003729955
Cover Image
Level shifts and the illusion of long memory in economic time series
Smith, Aaron D. (contributor) - 2004
Persistent link: https://www.econbiz.de/10003729957
Cover Image
The market effect of a food scare : the case of genetically modified StarLink corn
Carter, Colin Andre (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003729959