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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Nielsen, Morten Ørregaard"
~person:"Serna, Gregorio"
~person:"Winkelried, Diego"
~subject:"ARMA-Modell"
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Search: subject_exact:"Rohstoffpreis"
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Zeitreihenanalyse
ARMA-Modell
Commodity price
6
Rohstoffpreis
6
Time series analysis
5
Theorie
4
Theory
4
Commodity prices
3
Commodity derivative
2
Commodity market
2
Einheitswurzeltest
2
Kalman filter
2
Primary commodity prices
2
Rohstoffderivat
2
Rohstoffmarkt
2
State space model
2
Stochastic process
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Stochastischer Prozess
2
Super cycles
2
Unit root test
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Unit roots
2
Zustandsraummodell
2
ARMA model
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Bootstrap
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Commodity derivatives
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Crack spread
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Derivat
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Efficient market hypothesis
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Effizienzmarkthypothese
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Estimation
1
Fractional integration
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Grilli and Yang data
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Hodrick-Prescott filter
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Nielsen, Morten Ørregaard
Serna, Gregorio
Winkelried, Diego
De Pace, Pierangelo
3
Hernandez, Manuel A.
3
De Nicola, Francesca
2
Abrell, Jan
1
Adalı, Zafer
1
Adekoya, Oluwasegun B.
1
Al-Yahyaee, Khamis Hamed
1
Alvaro, Dennis
1
Antonakakis, Nikolaos
1
Asche, Frank
1
Aslan, Sipan
1
Awaworyi Churchill, Sefa
1
Bentancor, Andrea
1
Berger, Theo
1
Bhar, Ramaprasad
1
Bork, Lasse
1
Bustos-Peláez, Juan C.
1
Byrne, Joseph P.
1
Casoli, Chiara
1
Cavaliere, Giuseppe
1
Chang, Tsangyao
1
Cohen, Daniel
1
Cole, Arthur Harrison
1
Crespo Cuaresma, Jesús
1
Cuñado Eizaguirre, Juncal
1
Dai, Zhifeng
1
Diewald, Laszlo
1
Erdem, Fatma Pınar
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Fally, Thribault
1
Fasanya, Ismail Olaleke
1
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1
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1
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1
Gupta, Rangan
1
Han, Yufeng
1
Hardy, Nicolás
1
Hegerty, Scott W.
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Hkiri, Besma
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International review of economics & finance : IREF
1
Journal of commodity markets
1
Journal of development economics
1
Journal of econometrics
1
Journal of international money and finance
1
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ECONIS (ZBW)
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1
Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set
Winkelried, Diego
- In:
Journal of commodity markets
23
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012879031
Saved in:
2
Unit roots, flexible trends, and the Prebisch-Singer hypothesis
Winkelried, Diego
- In:
Journal of development economics
132
(
2018
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011982576
Saved in:
3
Is the refining margin stationary?
Población, Javier
;
Serna, Gregorio
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 169-186
Persistent link: https://www.econbiz.de/10011626045
Saved in:
4
Piecewise linear trends and cycles in primary commodity prices
Winkelried, Diego
- In:
Journal of international money and finance
64
(
2016
),
pp. 196-213
Persistent link: https://www.econbiz.de/10011668389
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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