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The Dynamics of Commodity Pric...
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Theory
Theorie
93
Volatility
69
Capital income
66
Kapitaleinkommen
66
Volatilität
63
Estimation
54
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53
Börsenkurs
48
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48
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44
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44
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33
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29
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28
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28
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25
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25
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25
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25
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25
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25
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25
Warenbörse
25
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22
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22
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Brooks, Chris
54
Prokopczuk, Marcel
39
Hollstein, Fabian
21
Wese Simen, Chardin
10
Burke, Simon P.
8
Persand, Gita
7
Sibbertsen, Philipp
7
Miffre, Joëlle
6
Henry, Ólan Thomas John
5
Becker, Janis
4
Nguyen, Duc Binh Benno
4
Clare, Andrew D.
3
Paschke, Raphael
3
Tsolacos, Sotiris
3
Wichmann, Robert
3
Wuersig, Christoph
3
Anderson, Keith
2
Anderson, Keith P.
2
Back, Janis
2
Fernandez-Perez, Adrian
2
Gheno, Andrea
2
Godfrey, Chris
2
Kang, Boda
2
Katsaris, Apostolos
2
Li, Xiafei
2
Nneji, Ogonna
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2
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2
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2
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2
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2
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2
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1
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1
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1
Dang, Thuy Duong
1
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1
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1
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Journal of banking & finance
7
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5
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4
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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ECONIS (ZBW)
93
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1
Optimal portfolio choice in the presence of domestic systemic risk : empirical evidence from stock markets
Prokopczuk, Marcel
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 141-168
Persistent link: https://www.econbiz.de/10009375091
Saved in:
2
RATS handbook to accompany introductory econometrics for finance
Brooks, Chris
-
2009
-
1. publ.
Persistent link: https://www.econbiz.de/10003739833
Saved in:
3
Introductory econometrics for finance
Brooks, Chris
-
2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003679796
Saved in:
4
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
Saved in:
5
Linear and non-linear (non-)forecastability of high-frequency exchange rates
Brooks, Chris
- In:
Journal of forecasting
16
(
1997
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001216402
Saved in:
6
Predicting stock index volatility : can market volume help?
Brooks, Chris
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
Saved in:
7
Introductory econometrics for finance
Brooks, Chris
-
2002
-
1. publ.
Persistent link: https://www.econbiz.de/10013500214
Saved in:
8
Quantifying risk in the electricity business : a RAROC-based approach
Prokopczuk, Marcel
;
Račev, Svetlozar T.
;
Schindlmayr, Gero
- In:
Energy economics
29
(
2007
)
5
,
pp. 1033-1049
Persistent link: https://www.econbiz.de/10003603307
Saved in:
9
Seasonal stochastic volatility : implications for the pricing of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
-
2011
Persistent link: https://www.econbiz.de/10009375485
Saved in:
10
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
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