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:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~person:"Prokopczuk, Marcel"
~subject:"ARMA-Modell"
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
Economic linkages across commo...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARMA-Modell
Commodity derivative
7
Rohstoffderivat
7
Estimation
6
Schätzung
6
Commodity exchange
5
Warenbörse
5
Commodities
4
Volatility
4
Volatilität
4
Commodity market
3
Option pricing theory
3
Optionspreistheorie
3
Risikoprämie
3
Risk premium
3
Rohstoffmarkt
3
Capital income
2
Commodity markets
2
Kapitaleinkommen
2
Options pricing
2
Saisonale Schwankungen
2
Seasonal variations
2
Seasonality
2
Theorie
2
Theory
2
Welt
2
World
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
Analysis of variance
1
Behavioral
1
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
Commodity models and derivatives
1
Commodity price
1
Corn
1
Corporate risk management
1
Curve
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Prokopczuk, Marcel
Koopman, Siem Jan
4
Carnero, M. Angeles
2
McAleer, Michael
2
Ooms, Marius
2
Bos, Charles S.
1
Chen, Chi-chung
1
Dijk, Dick van
1
Diks, Cees G. H.
1
Ferland, René
1
Hol Uspensky, Eugenie
1
Ilomäki, Jukka
1
Lalancette, Simon
1
Lan Fen Chu
1
Laurila, Hannu
1
Martens, Martin
1
Paschke, Raphael
1
Pong, Shiuyan
1
Pooter, Michiel de
1
Shackleton, Mark B.
1
Taylor, Stephen
1
Weide, Roy van der
1
Xu, Xinzhong
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Journal of banking & finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
