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~person:"Bandi, Federico M."
~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~person:"Kirkpinar, Aysegul"
~subject:"Commodity derivative"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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Commodity derivative
Dynamische Wirtschaftstheorie
Monte Carlo simulation
Volatility
Markov chain
6
Markov-Kette
6
Theorie
4
Theory
4
Volatilität
3
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
1991-1993
1
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Capital income
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Commodity price
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Oil price
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Precious metal
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Purchase
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Rohstoffderivat
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Rohstoffmarkt
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Rohstoffpreis
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Sharpe ratio
1
Simulation
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Spillover effect
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Spillover-Effekt
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Stochastic dominance
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Bandi, Federico M.
Bonomelli, Marco
Chib, Siddhartha
Kirkpinar, Aysegul
Aoki, Masanao
2
Chiarella, Carl
2
Fiaschi, Davide
2
Geweke, John
2
Johannes, Michael
2
Kang, Boda
2
Lavezzi, Andrea Mario
2
Polson, Nicholas G.
2
Sass, Jörn
2
Ahsan, Nazmul
1
Bao, Lichun
1
Bao, Yun
1
Bender, Christian
1
Boscher, Hans
1
Cabello, Alejandra
1
Casella, George
1
Centanni, Silvia
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Choy, S. T. Boris
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Dijk, Herman K. van
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Dufour, Jean-Marie
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Fredriksen, Dennis F.
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Fronk, Eva-Maria
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Giacometti, Rosella
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Hahn, Markus
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Harvey, Andrew C.
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Haussmann, Ulrich G.
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Hautsch, Nikolaus
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Irz, Xavier
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Jeljazkov, Ivan G.
1
Kakamu, Kazuhiko
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Karnawat, Shubham
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Keane, Michael P.
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Contemporary issues in business economics and finance
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Handbook of econometrics ; Vol. 5
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
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Tools and techniques
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Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
2
Volatility spillover analysis in commodity markets : volatility spillover from oil prices to precious metals under different regimes
Kirkpinar, Aysegul
- In:
Contemporary issues in business economics and finance
,
(pp. 45-56)
.
2020
Persistent link: https://www.econbiz.de/10012313140
Saved in:
3
Introduction to Simulation and MCMC Methods
Chib, Siddhartha
- In:
The Oxford handbook of Bayesian econometrics
.
2012
Persistent link: https://www.econbiz.de/10013476739
Saved in:
4
Nonstationary continuous-time processes
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10003900634
Saved in:
5
Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha
-
2001
Persistent link: https://www.econbiz.de/10001631166
Saved in:
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