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subject:"Zeitreihenanalyse"
~person:"De Nicola, Francesca"
~person:"Nielsen, Morten Ørregaard"
~person:"Winkelried, Diego"
~subject:"ARMA-Modell"
~subject:"Heteroskedastizität"
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Search: subject_exact:"Rohstoffpreis"
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Zeitreihenanalyse
ARMA-Modell
Heteroskedastizität
Commodity price
11
Rohstoffpreis
11
Time series analysis
8
Theorie
5
Theory
5
Einheitswurzeltest
3
Unit root test
3
ARMA model
2
Commodity derivative
2
Commodity market
2
Commodity prices
2
Estimation
2
Meta-Analyse
2
Meta-analysis
2
Primary commodity prices
2
Rohstoffderivat
2
Rohstoffmarkt
2
Schätzung
2
Super cycles
2
Terms of Trade
2
Terms of trade
2
Unit roots
2
Volatility
2
Volatilität
2
Welt
2
World
2
1900-2010
1
Agrarpreis
1
Agricultural price
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Business cycle
1
Business cycle analysis
1
Capital income
1
Central bank
1
Co-movement
1
Efficient market hypothesis
1
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English
8
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De Nicola, Francesca
Nielsen, Morten Ørregaard
Winkelried, Diego
De Pace, Pierangelo
6
Hernandez, Manuel A.
6
Pfaffenzeller, Stephan
4
Prokopczuk, Marcel
4
Taylor, Robert
4
Aggarwal, Radhika
3
Gaiha, Raghav
3
Kaicker, Nidhi
3
Labys, Walter C.
3
Lee, Junsoo
3
McDermott, C. John
3
Newbold, Paul
3
de Nicola, Francesca
3
Cartwright, Phillip A.
2
Cashin, Paul A.
2
Casoli, Chiara
2
Cavaliere, Giuseppe
2
Chen, Mei-hsiu
2
Cole, Arthur Harrison
2
Deaton, Angus
2
Diewald, Laszlo
2
Ellwanger, Reinhard
2
Ghoshray, Atanu
2
Gupta, Rangan
2
Holt, Matthew T.
2
Issler, João Victor
2
Laroque, Guy
2
List, John A.
2
Lucchetti, Riccardo
2
Lutz, Matthias G.
2
Oglend, Atle
2
Paschke, Raphael
2
Persson, Anna
2
Población, Javier
2
Rayner, Anthony J.
2
Riabko, Natalija
2
Serna, Gregorio
2
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CREATES research paper
1
Energy economics
1
IFPRI discussion paper
1
Journal of commodity markets
1
Journal of development economics
1
Journal of econometrics
1
Journal of international money and finance
1
Policy research working paper : WPS
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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
Co-movement of major commodity price returns : a time-series assessment
De Nicola, Francesca
;
De Pace, Pierangelo
;
Hernandez, …
-
2014
Persistent link: https://www.econbiz.de/10010376954
Saved in:
3
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
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
4
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:
5
Co-movement of major energy, agricultural, and food commodity price returns : a time-series assessment
De Nicola, Francesca
;
De Pace, Pierangelo
;
Hernandez, …
- In:
Energy economics
57
(
2016
),
pp. 28-41
Persistent link: https://www.econbiz.de/10011698260
Saved in:
6
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:
7
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:
8
Co-movement of major commodity price returns : time-series assessment
De Nicola, Francesca
;
De Pace, Pierangelo
;
Hernandez, …
-
2014
Persistent link: https://www.econbiz.de/10010346091
Saved in:
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