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70
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64
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59
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59
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54
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54
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53
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51
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49
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48
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48
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47
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46
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41
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41
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41
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40
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39
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39
Reis, Ricardo
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Timmermann, Allan
39
Bloom, Nicholas
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1
Consistent quasi-maximum likelihood
estimation
with limited information
Miller, Douglas R.
;
Lee, Sang-hak
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 149-164)
.
2003
Persistent link: https://www.econbiz.de/10001916311
Saved in:
2
Essays on conditional correlation modeling
Glück, Thorsten
-
2013
Persistent link: https://www.econbiz.de/10010195774
Saved in:
3
Linear dependence, nonlinear dependence and petroleum futures market efficiency
Fujihara, Roger Arnold
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001216341
Saved in:
4
Do asset prices reflect fundamentals? : Freshly squeezed evidence from the OJ market
Boudoukh, Jacob
;
Richardson, Matthew
;
Shen, YuQing
; …
-
2003
Persistent link: https://www.econbiz.de/10001738945
Saved in:
5
Unbiasedness and market efficiency test of the U.S. rice futures market
McKenzie, Andrew M.
;
Jiang, Bingrong
;
Djunaidi, Harjanto
; …
- In:
Review of agricultural economics : RAE
24
(
2002
)
2
,
pp. 474-493
Persistent link: https://www.econbiz.de/10001745002
Saved in:
6
Implications of commodity price behavior for marketing strategies
Tomek, William G.
;
Peterson, Hikaru Hanawa
- In:
American journal of agricultural economics
87
(
2005
)
5
,
pp. 1258-1264
Persistent link: https://www.econbiz.de/10003270589
Saved in:
7
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob
;
Richardson, Matthew
;
Shen, YuQing
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
Saved in:
8
Multivariate maximum
entropy
densities applied for multivariate analysis of financial time series
Gao, Yang
-
2014
-
1. Aufl.
Persistent link: https://www.econbiz.de/10010383443
Saved in:
9
Oil price fluctuations and energy commodity prices : an analysis of asymmetric effects
Thai-Ha Le
;
Youngho, Chang
;
Park, Donghyun
- In:
The Singapore economic review
67
(
2022
)
6
,
pp. 1811-1833
Persistent link: https://www.econbiz.de/10014240133
Saved in:
10
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
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