Showing 1 - 10 of 43
Persistent link: https://www.econbiz.de/10009722571
-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …
Persistent link: https://www.econbiz.de/10009634376
Persistent link: https://www.econbiz.de/10009013003
Persistent link: https://www.econbiz.de/10011730849
Persistent link: https://www.econbiz.de/10001541890
This textbook addresses the core issues facing economists concerning price determination in commodity markets, especially food and agricultural commodities. This book hones in on the conceptual basis of the various relationships, with special emphasis on market interrelationships, both...
Persistent link: https://www.econbiz.de/10012520645
1. Introduction -- 2. Consumer Demand: Theory -- 3. Consumer Demand: Separability and Commodity Aggregation -- 4. Consumer Demand: Empirical Analysis I -- 5. Consumer Demand: Empirical Analysis II -- 6. Quality, Heterogeneous Goods, and Cross Section Demand -- 7. Derived Demand, Marketing...
Persistent link: https://www.econbiz.de/10012585292
Persistent link: https://www.econbiz.de/10011750579
Introduction -- Fundamentals of commodity economics : supply -- Fundamentals of commodity economics : demand -- Fundamentals of commodity derivatives -- Economics & financial activities behind derivatives -- Real optionality & valuation -- Commodity beta : diversification and inflation...
Persistent link: https://www.econbiz.de/10011782196
using derivatives to speculate on price levels, relationships, volatility, and the passage of time. Finally, because the …
Persistent link: https://www.econbiz.de/10011855675