//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The behavior of commodity pric...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
164
Zeitreihenanalyse
164
Theorie
102
Theory
102
Volatility
101
Volatilität
101
Estimation theory
65
Schätztheorie
65
Forecasting model
41
Prognoseverfahren
41
Estimation
36
Schätzung
36
Stochastic process
31
Stochastischer Prozess
31
ARCH model
30
ARCH-Modell
30
Capital income
29
Kapitaleinkommen
29
Börsenkurs
22
Share price
22
USA
20
United States
20
Modellierung
18
Scientific modelling
18
Cointegration
15
Kointegration
15
VAR model
15
VAR-Modell
15
Option pricing theory
14
Optionspreistheorie
14
Nichtlineare Regression
13
Nichtparametrisches Verfahren
13
Nonlinear regression
13
Nonparametric statistics
13
Statistical test
13
Statistischer Test
13
State space model
11
Structural break
11
Strukturbruch
11
Yield curve
11
more ...
less ...
Online availability
All
Free
241
Type of publication
All
Book / Working Paper
241
Type of publication (narrower categories)
All
Arbeitspapier
241
Graue Literatur
241
Non-commercial literature
241
Working Paper
241
Language
All
English
241
Author
All
Teräsvirta, Timo
20
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
13
Podolskij, Mark
13
Santucci de Magistris, Paolo
13
Grassi, Stefano
10
Christoffersen, Peter F.
9
Lunde, Asger
9
Proietti, Tommaso
9
Christensen, Bent Jesper
8
Christiansen, Charlotte
8
Andersen, Torben
7
Bollerslev, Tim
7
Christensen, Kim
7
Todorov, Viktor
7
Ergemen, Yunus Emre
6
Haldrup, Niels
6
Hansen, Peter Reinhard
6
Hounyo, Ulrich
6
Bennedsen, Mikkel
5
Cavaliere, Giuseppe
5
Jacobs, Kris
5
Kristensen, Dennis
5
Silvennoinen, Annastiina
5
Taylor, Robert
5
Amado, Cristina
4
Hillebrand, Eric
4
Kang, Jian
4
Nielsen, Bent
4
Nonejad, Nima
4
Rossi, Eduardo
4
Veliyev, Bezirgen
4
Violante, Francesco
4
Voev, Valeri
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Bredahl Kock, Anders
3
Dias, Gustavo Fruet
3
Engsted, Tom
3
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
897
Energy economics
804
Applied economics
706
NBER working paper series
671
Economics letters
666
International journal of forecasting
660
Working paper / National Bureau of Economic Research, Inc.
646
Finance research letters
645
NBER Working Paper
605
Economic modelling
562
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
496
Applied economics letters
476
Working paper
465
International review of financial analysis
460
Discussion paper / Tinbergen Institute
448
Journal of forecasting
430
Journal of banking & finance
425
International review of economics & finance : IREF
424
The journal of futures markets
396
Discussion paper / Centre for Economic Policy Research
372
The North American journal of economics and finance : a journal of financial economics studies
370
Econometric theory
335
Applied financial economics
333
Journal of empirical finance
324
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
315
CESifo working papers
309
Journal of international money and finance
295
Research in international business and finance
282
Econometric reviews
277
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
276
International journal of theoretical and applied finance
273
Journal of international financial markets, institutions & money
272
International Journal of Energy Economics and Policy : IJEEP
254
Journal of risk and financial management : JRFM
250
Journal of economic dynamics & control
248
Cogent economics & finance
245
Policy research working paper : WPS
241
Computational economics
232
IMF working papers
223
more ...
less ...
Source
All
ECONIS (ZBW)
241
Showing
1
-
10
of
241
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory and tail dependence in trading volume and
volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
Saved in:
2
A no arbitrage fractional cointegration analysis of the range based
volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
3
The shape and term structure of the index option smirk : why multifactor stochastic
volatility
models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2009
Persistent link: https://www.econbiz.de/10003865680
Saved in:
4
Volatility
in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
5
Unstable
volatility
functions : the break preserving local linear estimator
Casas, Isabel
;
Gijbels, Irène
-
2009
Persistent link: https://www.econbiz.de/10003892556
Saved in:
6
Realized
volatility
and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
7
On the economic evaluation of
volatility
forecasts
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003903525
Saved in:
8
Estimation of stochastic
volatility
models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
9
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
Saved in:
10
Realized beta GARCH : a multivariate GARCH model with realized measures of
volatility
and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->