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Zeitreihenanalyse
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Koop, Gary
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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CREATES research paper
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Journal of economic dynamics & control
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Energy economics
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NBER Working Paper
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Journal of macroeconomics
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NBER working paper series
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CESifo working papers
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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The review of economics and statistics
61
Tinbergen Institute Discussion Paper
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Cowles Foundation discussion paper
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Discussion paper / Centre for Economic Policy Research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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European journal of operational research : EJOR
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Technical Report
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Finance research letters
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1
Hedging
with forecasting : a state-space approach to modeling vector-valued time series
Vukina, Tomislav
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 307-327
Persistent link: https://www.econbiz.de/10001125673
Saved in:
2
Efficiency of commodity futures : a vector autoregression analysis
Canarella, Giorgio
- In:
The journal of futures markets
5
(
1985
)
1
,
pp. 57-76
Persistent link: https://www.econbiz.de/10001128573
Saved in:
3
Pricing commodity options when the underlying futures price exhibits time-varying volatility
Myers, Robert J.
- In:
American journal of agricultural economics
75
(
1993
)
1
,
pp. 121-130
Persistent link: https://www.econbiz.de/10001141432
Saved in:
4
Futures markets and marketing firms : the US
soybean
-processing industry
Lence, Sergio H.
- In:
American journal of agricultural economics
74
(
1992
)
3
,
pp. 716-725
Persistent link: https://www.econbiz.de/10001130658
Saved in:
5
An examination of cointegration relations between futures and local grain markets
Fortenbery, T. Randall
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 921-932
Persistent link: https://www.econbiz.de/10001158680
Saved in:
6
Tendências comuns em modelos estruturais de séries de tempo : uma aplicação ao preço da soja no Brasil e nos Estados Unidos
Rotatori, Wilson Luiz
;
Jacinto, Paulo de Andrade
; …
- In:
Economia aplicada : EA
4
(
2000
)
3
,
pp. 479-501
Persistent link: https://www.econbiz.de/10001522715
Saved in:
7
Soybean
futures price forecasting using dynamic model averaging : do the predictors change over time?
Xiong, Tao
;
Hu, Zhongyi
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
4
,
pp. 1198-1214
Persistent link: https://www.econbiz.de/10012483322
Saved in:
8
Nonlinear dynamics and commodity prices
Noll, Thomas A.
-
1991
Persistent link: https://www.econbiz.de/10000840673
Saved in:
9
Robustness results for regression hedge ratios : futures contracts with multiple deliverable grades
Viswanath, P. V.
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001125678
Saved in:
10
Combining price forecasting with
hedging
of hogs : an evaluation using alternative measures of risk
Holt, Matthew T.
- In:
The journal of futures markets
5
(
1985
)
3
,
pp. 297-309
Persistent link: https://www.econbiz.de/10001128561
Saved in:
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