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source:"econis"
~isPartOf:"CESifo working papers"
~isPartOf:"Energy economics"
~isPartOf:"The econometrics journal"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Search: subject_exact:"Time series analysis"
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Stochastischer Prozess
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Time series analysis
426
Zeitreihenanalyse
425
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150
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150
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138
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138
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CESifo working papers
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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81
Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc
;
Stephan, Patrick
;
Trede, Mark
; …
- In:
Energy economics
36
(
2013
),
pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
Saved in:
82
Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
83
A nonparametric GARCH model of crude oil price return volatility
Hou, Aijun
;
Suardi, Sandy
- In:
Energy economics
34
(
2012
)
2
,
pp. 618-626
Persistent link: https://www.econbiz.de/10009618668
Saved in:
84
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
85
Realized volatility and price spikes in electricity markets : the importance of observation frequency
Ullrich, Carl J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 1809-1818
Persistent link: https://www.econbiz.de/10009687857
Saved in:
86
A characterization of oil price behavior : evidence from jump models
Gronwald, Marc
- In:
Energy economics
34
(
2012
)
5
,
pp. 1310-1317
Persistent link: https://www.econbiz.de/10009688098
Saved in:
87
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Saved in:
88
Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye
;
Lin, Sharon X. W.
;
Tamvakis, Michael
- In:
Energy economics
34
(
2012
)
6
,
pp. 2125-2134
Persistent link: https://www.econbiz.de/10009688822
Saved in:
89
Non-stationary non-parametric volatility model
Han, Heejoon
;
Zhang, Shen
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 204-225
Persistent link: https://www.econbiz.de/10009614928
Saved in:
90
Forecasting electricity prices and their volatilities using Unobserved Components
García-Martos, Carolina
;
Rodríguez, Julio
;
Sánchez, …
- In:
Energy economics
33
(
2011
)
6
,
pp. 1227-1239
Persistent link: https://www.econbiz.de/10009510908
Saved in:
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