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OPEC "Fair Price" Pronouncemen...
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13
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71
Time Series Modeling of Daily Log-Price Ranges for CHF-USD and USD-GBP
Brunetti, Celso
;
Lildholdt, Peter M.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 39-59
Persistent link: https://www.econbiz.de/10007891195
Saved in:
72
HARMLESS SPECULATION - Speculation by funds does not increase volatility in the metals markets.
Gilbert, Christopher
;
Brunetti, Celso
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
5
,
pp. 56-60
Persistent link: https://www.econbiz.de/10007078318
Saved in:
73
Bivariate FIGARCH and fractional cointegration
Brunetti, Celso
;
Gilbert, Christopher L.
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 509-530
Persistent link: https://www.econbiz.de/10007240710
Saved in:
74
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis
Brunetti, Celso
;
di Filippo, Mario
;
Harris, Jeffrey H.
- In:
The review of financial studies
24
(
2011
)
6
,
pp. 2053-2053
Persistent link: https://www.econbiz.de/10009016695
Saved in:
75
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:
76
Speculation, hedging and volatility in the coffee market, 1993-96
Gilbert, Christopher L.
;
Brunetti, Celso
-
1997
Persistent link: https://www.econbiz.de/10000619480
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77
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
78
Range-based covariance estimation with a view to foreign exchhange rates
Brunetti, Celso
(
contributor
);
Lildholt, Peter
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001638915
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79
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
80
Metals price volatility, 1972-95
Brunetti, Celso
;
Gilbert, Christopher L.
- In:
Resources policy
21
(
1995
)
4
,
pp. 237-254
Persistent link: https://www.econbiz.de/10007629685
Saved in:
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