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A bivariate FIGARCH model of crude oil price volatility

Brunetti, Ceslo; Gilbert, Christopher L. - 1998

Persistent link: https://www.econbiz.de/10000667377

Commonality in the LME aluminum and copper volatility processes through a FIGARCH lens

Figuerola-Ferretti, Isabel; Gilbert, Christopher L. - In: The journal of futures markets 28 (2008) 10, pp. 935-962

Persistent link: https://www.econbiz.de/10003769895

Managing agricultural price risk in developing countries

Dana, Julie; Gilbert, Christopher L. - In: Risk management in commodity markets : from shipping to …, (pp. 207-237). 2008

Persistent link: https://www.econbiz.de/10003787699

Globalization and international commodity trade with specific reference to the west African cocoa producers

Gilbert, Christopher L.; Varangis, Panayotis N. - In: Challenges to globalization : analyzing the economics, (pp. 131-163). 2004

Persistent link: https://www.econbiz.de/10001996430

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

Representation in econometrics : a historical perspective

Gilbert, Christopher L. (contributor); Qin, Duo (contributor) - 2007

Measurement forms the substance of econometrics. This chapter outlines the history of econometrics from a measurement perspective - how have measurement errors been dealt with and how, from a methodological standpoint, did econometrics evolve so as to represent theory more adequately in relation...