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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10004299305
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Estimating semiparametric ARCH (∞) models by kernel smoothing methods
Linton, Oliver; Mammen, Enno - London School of Economics (LSE) - 2003
We investigate a class of semiparametric ARCH(∞) models that includes as a special case the partially nonparametric (PNP) model introduced by Engle and Ng (1993) and which allows for both flexible dynamics and flexible function form with regard to the 'news impact' function. We propose an...
Persistent link: https://www.econbiz.de/10011126295
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Estimating semiparametric ARCH (8) models by kernel smoothing methods
Linton, Oliver; Mammen, Enno - London School of Economics (LSE) - 2003
We investigate a class of semiparametric ARCH(∞) models that includes as a special case the partially nonparametric (PNP) model introduced by Engle and Ng (1993) and which allows for both flexible dynamics and flexible function form with regard to the 'news impact' function. We propose an...
Persistent link: https://www.econbiz.de/10011071447
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Storage and commodity markets
Williams, Jeffrey; Wright, Brian D. - 1991
Persistent link: https://www.econbiz.de/10004113017
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Indikatoren zur Entwicklung agrarischer Rohstoffmärkte : Grunddaten, Tendenzen, Probleme
Seifert, Hubertus; Winzen, Albert - 1985
Persistent link: https://www.econbiz.de/10004690759
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Ausgewählte Modelle und Reformmöglichkeiten der Exporterlösstablilisierung
Borrmann, Axel (contributor) - 1984
Persistent link: https://www.econbiz.de/10004660653
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Commodity models for forecasting and policy analysis
Labys, Walter C.; Pollak, Peter K. - 1984
Persistent link: https://www.econbiz.de/10004621244
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The economics of export restrictions : free access to commodity markets and the NIEO
Weinblatt, Jimmy (contributor) - 1985
Persistent link: https://www.econbiz.de/10004061862