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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Aggarwal, Radhika"
~person:"Nielsen, Morten Ørregaard"
~person:"Zaremba, Adam"
~subject:"Schätzung"
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Zeitreihenanalyse
Schätzung
Commodity price
7
Rohstoffpreis
7
Commodity derivative
6
Commodity market
6
Rohstoffderivat
6
Rohstoffmarkt
6
Welt
6
World
6
Commodity exchange
5
Warenbörse
5
Estimation
4
Commodity markets
3
Capital income
2
Commodities
2
Early commodity prices
2
Hedging
2
Inflation
2
Kapitaleinkommen
2
State space model
2
Time series analysis
2
Volatility
2
Volatilität
2
Wavelet analysis
2
Zustandsraummodell
2
ARMA model
1
ARMA-Modell
1
Alpha momentum
1
Anlageverhalten
1
Behavioural finance
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
CAPM
1
Co-movement
1
Correlation
1
Early security prices
1
Efficient market hypothesis
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English
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Aggarwal, Radhika
Nielsen, Morten Ørregaard
Zaremba, Adam
De Pace, Pierangelo
3
Hernandez, Manuel A.
3
Mikutowski, Mateusz
3
Winkelried, Diego
3
Alquist, Ron
2
Coibion, Olivier
2
De Nicola, Francesca
2
Dehn, Jan
2
Ghoshray, Atanu
2
Hammoudeh, Shawkat
2
Hegerty, Scott W.
2
Mignon, Valérie
2
Oglend, Atle
2
Petrella, Ivan
2
Sakemoto, Ryuta
2
Sousa, Ricardo M.
2
Tang, Ke
2
Triantafyllou, Athanasios
2
Umar, Zaghum
2
Abbas, Syed Kanwar
1
Abrell, Jan
1
Adalı, Zafer
1
Addison, Tony
1
Adekoya, Oluwasegun B.
1
Adeleke, Adegoke Ibrahim
1
Afangideh, Udoma J.
1
Agnello, Luca
1
Aguirre, Álvaro
1
Ahmed, Rashad
1
Aiube, Fernando Antônio Lucena
1
Al-Yahyaee, Khamis Hamed
1
Alexiou, Constantinos
1
Algieri, Bernardina
1
Aliyev, Shahriyar
1
Alshalahi, Jebreel
1
Alvaro, Dennis
1
Amatov, Aitbek
1
Antonakakis, Nikolaos
1
Asche, Frank
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Applied economics letters
1
Economics letters
1
Energy economics
1
Journal of banking & finance
1
Journal of econometrics
1
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ECONIS (ZBW)
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1
Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum
;
Zaremba, Adam
;
Olson, Dennis
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
Saved in:
2
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
3
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
4
Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Zaremba, Adam
;
Umar, Zaghum
;
Mikutowski, Mateusz
- In:
Economics letters
181
(
2019
),
pp. 90-94
Persistent link: https://www.econbiz.de/10012121850
Saved in:
5
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
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