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~subject:"Volatility"
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Bivariate FIGARCH and fraction...
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Volatility
Theorie
42
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42
Welt
36
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36
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25
Rohstoffmarkt
17
Commodity market
16
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12
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11
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Derivative
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Sub-Saharan Africa
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7
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English
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Brunetti, Celso
21
Gilbert, Christopher L.
13
Buyuksahin, Bahattin
4
Antinolfi, Gaetano
3
Figuerola-Ferretti, Isabel
3
Harris, Jeffrey H.
3
Joëts, Marc
3
Mignon, Valérie
3
Lildholdt, Peter M.
2
Aït-Sahalia, Yacine
1
Brunetti, Ceslo
1
Dehn, Jan
1
Harris, Jeffrey
1
Mariano, Roberto S.
1
Myhre Lildholt, Peter
1
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Tan, Augustine H. H.
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5
Finance and economics discussion series
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Agricultural commodity markets and trade : new approaches to analyzing market structure and instability
1
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1
Journal of econometrics
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Journal of financial and quantitative analysis : JFQA
1
Managing economic volatility and crises : a practitioner's guide
1
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ECONIS (ZBW)
28
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1
Speculation, hedging and volatility in the coffee market, 1993 - 96
Gilbert, Christopher L.
;
Brunetti, Celso
-
1996
Persistent link: https://www.econbiz.de/10000958937
Saved in:
2
Metals price volatility, 1972 - 95
Brunetti, Celso
- In:
Resources policy
21
(
1995
)
4
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001206934
Saved in:
3
Bivariate FIGARCH and fractional cointegration
Brunetti, Celso
;
Gilbert, Christopher L.
-
1999
Persistent link: https://www.econbiz.de/10001442266
Saved in:
4
International agreements for commodity price stabilisation : an overview
Gilbert, Christopher L.
-
2011
Persistent link: https://www.econbiz.de/10009549073
Saved in:
5
Trends and volatility in agricultural commodity prices
Gilbert, Christopher L.
- In:
Agricultural commodity markets and trade : new …
,
(pp. 31-60)
.
2006
Persistent link: https://www.econbiz.de/10003393965
Saved in:
6
Non-ferrous metals price volatility : a fractionally integrated process?
Teyssiere, Gilles P.
;
Gilbert, Christopher L.
; …
-
1996
Persistent link: https://www.econbiz.de/10000619201
Saved in:
7
Speculation, hedging and volatility in the coffee market, 1993-96
Gilbert, Christopher L.
;
Brunetti, Celso
-
1997
Persistent link: https://www.econbiz.de/10000619480
Saved in:
8
A bivariate FIGARCH model of crude oil price volatility
Brunetti, Ceslo
;
Gilbert, Christopher L.
-
1998
Persistent link: https://www.econbiz.de/10000667377
Saved in:
9
Commonality in the LME aluminium and copper volatility processes through a FIGARCH lens
Figuerola-Ferretti, Isabel
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003437824
Saved in:
10
Agricultural commodity price volatility
Dehn, Jan
;
Gilbert, Christopher L.
;
Varangis, Panayotis N.
- In:
Managing economic volatility and crises : a …
,
(pp. 137-185)
.
2005
Persistent link: https://www.econbiz.de/10003391478
Saved in:
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