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Speculators, commodities and cross-market linkages
Buyuksahin, Bahattin; Robe, Michel A. - In: Journal of international money and finance 42 (2014), pp. 38-70
Persistent link: https://www.econbiz.de/10010371838
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Non-ferrous metals price volatility : a fractionally integrated process?
Teyssiere, Gilles P.; Gilbert, Christopher L.; … - 1996
Persistent link: https://www.econbiz.de/10000619201
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Bivariate FIGARCH and fractional cointegration
Brunetti, Celso; Gilbert, Christopher L. - In: Journal of empirical finance 7 (2000) 5, pp. 509-530
Persistent link: https://www.econbiz.de/10001545286
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Bivariate FIGARCH and fractional cointegration
Brunetti, Celso; Gilbert, Christopher L. - 1999
Persistent link: https://www.econbiz.de/10001442266
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Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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Networks, interconnectedness, and interbank information asymmetry
Brunetti, Celso; Harris, Jeffrey H.; Mankad, Shawn - In: Journal of financial stability 67 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014455506
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Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.; Wallen, Jonathan - In: The journal of futures markets 36 (2016) 4, pp. 317-344
Persistent link: https://www.econbiz.de/10011568424