Nothing Special   »   [go: up one dir, main page]
create a website
History and Prospects of Natural Gas Pricing in Continental Europe in Conditions of Instability of World Oil Prices. (2017). Elyakov, Alexander Lvovich ; Grigoryeva, Valentina Vasilyevna ; Kondratev, Oleg Ilich ; Khristoforov, Alexander Andreevich ; Danilova, Larisa Ivanovna ; Elyakova, Isabella Damdinovna.
In: European Research Studies Journal.
RePEc:ers:journl:v:xx:y:2017:i:3a:p:323-338.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 22

References cited by this document

Cocites: 68

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Assessment of Changes in International Prices for Crude Oil Amid the Global Instability of its Production and Consumption. Indian Journal of Science and Technology, 9(36), 328-339. DOI: 10.17485/ijst/2016/v9i36/102010.
    Paper not yet in RePEc: Add citation now
  2. Correljé, A., van der Linde, C., Westerwoudt, T. 2003. Natural Gas in the Netherlands: From Cooperation to Competition? Amsterdam: Oranje-Nassau Groep, 1-240 С.
    Paper not yet in RePEc: Add citation now
  3. Elyakov, A.L. 2017. History and Prospects of Natural Gas Pricing in Continental Europe in Conditions of Instability in World Oil Prices. Materials of the International Youth Scientific Forum "LOMONOSOV-2017". ISBN 978-5-317-05504-2 Elyakova, I.D., Pakhomov, A.A., Darbasov, V.R., Khristoforov, A.A., Elyakov, A.L. 2016.
    Paper not yet in RePEc: Add citation now
  4. Energy Information Administration (EIA). https://www.eia.gov Forecast of the Development of the Energy Sector in the World and Russia before 2040. 2013. Moscow: Institute for Energy Studies of the Russian Academy of Sciences - AC under the Government of the Russian Federation.
    Paper not yet in RePEc: Add citation now

  5. Gazprom. http://www.gazprom.ru/ Goodwin, P. 2010. The Holt-Winters Approach to Exponential Smoothing: 50 Years Old and Going Strong. Foresight: The International Journal of Applied Forecasting, 19, 30-33.

  6. History and Prospects of Natural Gas Pricing in Continental Europe in Conditions of Instability of World Oil Prices IGU. 2014. Wholesale Gas Price Survey - 2014 Edition: A Global Review of Price Formation Mechanisms 2005-2013. Fornebu: International Gas Union, 32 С.
    Paper not yet in RePEc: Add citation now

  7. http://www.konoplyanik.ru/ru/publications/111Konoplyanik2014_05.pdf Mandelbrot, B. 1963. New Methods in Statistical Economics. Journal of Political Economy, 71, 421-440.

  8. Konoplyannik, A. 2013. Evolution of oil and gas markets: regularities of movement from physical markets to paper energy markets. Chapter book in, VII Melentiev Readings, 163-178. Moscow: Institute for Energy Studies of the Russian Academy of Sciences.
    Paper not yet in RePEc: Add citation now
  9. Konoplyannik, A.A. 2014. The American Shale Revolution: the consequences are irreversible. ECO, 5, 111-126.
    Paper not yet in RePEc: Add citation now
  10. Mironova, I.Yu. 2015. Gas pricing mechanisms in the world: a review of the regions, the problems of globalization and conclusions for Russia. St. Petersburg: European University at St. Petersburg.
    Paper not yet in RePEc: Add citation now

  11. Mitrova, T.A., Galkina, A.A. 2013. Interfuel competition. Economic Journal of the Higher School of Economics, 17(3), 372-389.

  12. Pociovalisteanu, M.D., Thalassinos, I.E. 2008. The beginning and some national particularities of liberalism. Metalurgia International, 13(2), Special Issue, 172-177.
    Paper not yet in RePEc: Add citation now

  13. Pociovalisteanu, M.D., Thalassinos, I.E., Tirca, A. and Filho, L.W. 2010. Trends and challenges in the energy sector of Romania in the post-accession to the European Union.

  14. Rakhimova, G.M. 2014. Structural elements of the sources of potential of regional economy. Contemporary Economic Issues, 1, http://economicjournal. net/index.php/CEI/article/view/95/82. DOI: 10.24194/11406.
    Paper not yet in RePEc: Add citation now
  15. Stern, J. 2012. The Pricing of Internationally Traded Gas. Oxford: OIES/Oxford University Press.
    Paper not yet in RePEc: Add citation now

  16. Stern, J. 2013. Setting prices for natural gas: past, present and future. Economic Journal of the Higher School of Economics, 17(3), 430-455.

  17. Thalassinos, I.E. and Politis, D.E. 2012. The evaluation of the USD currency and the oil prices: A VAR Analysis. European Research Studies Journal, 15(2), 137-146.

  18. Thalassinos, I.E., Hanias, P.M., Curtis, G.P. and Thalassinos, E.J. 2009. Chaos theory: Forecasting the freight rate of an oil tanker. International Journal of Computational Economics and Econometrics, 1(1), 76-88.

  19. Thalassinos, I.E., Hanias, P.M., Curtis, G.P. and Thalassinos, E.J. 2013. Forecasting financial indices: The Baltic Dry Indices. Marine Navigation and Safety of Sea Transportation: STCW, Maritime Education and Training (MET), Human Resources and Crew Manning, Maritime Policy, Logistics and Economic Matters; Code 97318, 283290, ISBN: 978-113800104-6.

  20. Thalassinos, I.E., Pociovalisteanu, D.M. 2007. A Time Series Model for the Romanian Stock Market. European Research Studies Journal, 10(3-4), 57-72.

  21. Winters, P.R. 1960. Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342.

  22. Yanchuk, M.B. 2013. Application of theory of spiral dynamics in management of integrative development of economic systems. Contemporary Economic Issues, 3, http://economicjournal. net/index.php/CEI/article/view/72/59. DOI: 10.24194/31308.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Multi-Tempo Forecasting of Soil Temperature Data; Application over Quebec, Canada. (2023). Rousseau, Alain N ; Gumiere, Silvio Jose ; Bonakdari, Hossein ; Zeynoddin, Mohammad.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:12:p:9567-:d:1170904.

    Full description at Econpapers || Download paper

  2. Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

    Full description at Econpapers || Download paper

  3. Forecasting natural gas consumption using Bagging and modified regularization techniques. (2022). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick.
    In: Energy Economics.
    RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006034.

    Full description at Econpapers || Download paper

  4. Forecast adjustments during post-promotional periods. (2022). de Baets, Shari ; Perera, Niles H ; Hewage, Harsha Chamara.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:300:y:2022:i:2:p:461-472.

    Full description at Econpapers || Download paper

  5. Time Series Forecasting Using Holt-Winters Exponential Smoothing: Application to Abaca Fiber Data. (2022). Cris, Mary.
    In: Problems of World Agriculture / Problemy Rolnictwa ?wiatowego.
    RePEc:ags:polpwa:329703.

    Full description at Econpapers || Download paper

  6. High-frequency forecasting for grocery point-of-sales: intervention in practice and theoretical implications for operational design. (2021). Holmstrom, Jan ; Sillanpaa, Ville ; Dharmawardane, Chethana.
    In: Operations Management Research.
    RePEc:spr:opmare:v:14:y:2021:i:1:d:10.1007_s12063-020-00176-7.

    Full description at Econpapers || Download paper

  7. Assessing cobalt supply sustainability through production forecasting and implications for green energy policies. (2021). Ghorbani, Yousef ; Bourdeau, Julie E ; Zhang, Steven E ; Nwaila, Glen T ; Rachidi, Ntebate R.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004323.

    Full description at Econpapers || Download paper

  8. Point and interval forecasting of electricity supply via pruned ensembles. (2021). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick.
    In: Energy.
    RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012573.

    Full description at Econpapers || Download paper

  9. Revenue management systems as symbiotic analytics systems: insights from a field study. (2020). Tarafdar, Monideepa ; Cleophas, Catherine ; Schutze, Claudia.
    In: Business Research.
    RePEc:spr:busres:v:13:y:2020:i:3:d:10.1007_s40685-020-00121-1.

    Full description at Econpapers || Download paper

  10. Forecasting from time series subject to sporadic perturbations: Effectiveness of different types of forecasting support. (2018). de Baets, Shari ; Harvey, Nigel.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:34:y:2018:i:2:p:163-180.

    Full description at Econpapers || Download paper

  11. Audit Committee Characteristics and Integrated Reporting:Empirical Study of Companies Listed on the Johannesburg Stock Exchange. (2017). Chariri, Anis ; Januarti, Indira.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xx:y:2017:i:3b:p:305-318.

    Full description at Econpapers || Download paper

  12. The Study of the Logistics Development Effectiveness in the Eurasian Economic Union Countries and Measures to Improve it. (2017). Raimbekov, Zhanarys S ; Zhumataeva, Bakytzhamal A ; Moldashbayeva, Luiza P ; Mussina, Kamshat P ; Syzdykbayeva, Bakyt U.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xx:y:2017:i:3b:p:260-276.

    Full description at Econpapers || Download paper

  13. History and Prospects of Natural Gas Pricing in Continental Europe in Conditions of Instability of World Oil Prices. (2017). Elyakov, Alexander Lvovich ; Grigoryeva, Valentina Vasilyevna ; Kondratev, Oleg Ilich ; Khristoforov, Alexander Andreevich ; Danilova, Larisa Ivanovna ; Elyakova, Isabella Damdinovna.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xx:y:2017:i:3a:p:323-338.

    Full description at Econpapers || Download paper

  14. Forecast Scenarios of World Prices for Natural Gas. (2017). Elyakova, Isabella Damdinovna ; Danilova, Elena Vladimirovna ; Karataeva, Tamara Aleksandrovna ; Khristoforov, Aleksandr Andreyevich.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xx:y:2017:i:3a:p:284-297.

    Full description at Econpapers || Download paper

  15. Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation. (2016). Hyndman, Rob ; Benitez, Jose M ; Bergmeir, Christoph.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:303-312.

    Full description at Econpapers || Download paper

  16. Forecasting electricity consumption in Pakistan: the way forward. (2016). Memon, Junaid ; Rahman, Muhammad ; Hussain, Anwar.
    In: Energy Policy.
    RePEc:eee:enepol:v:90:y:2016:i:c:p:73-80.

    Full description at Econpapers || Download paper

  17. Multi-objective portfolio optimization considering the dependence structure of asset returns. (2015). Babaei, Edris ; Sepehri, Mohammad Mehdi.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:244:y:2015:i:2:p:525-539.

    Full description at Econpapers || Download paper

  18. Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation. (2014). Hyndman, Rob ; Bergmeir, Christoph ; Benitez, Jose M.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2014-11.

    Full description at Econpapers || Download paper

  19. The Dirichlet Portfolio Model: Uncovering the Hidden Composition of Hedge Fund Investments. (2013). Korsos, Laszlo F..
    In: Papers.
    RePEc:arx:papers:1306.0938.

    Full description at Econpapers || Download paper

  20. The double power law in income distribution: Explanations and evidence. (2012). Toda, Alexis Akira.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:84:y:2012:i:1:p:364-381.

    Full description at Econpapers || Download paper

  21. Monetary policy regimes in macroeconomic data: An application of fractal analysis. (2011). Koppl, Roger ; Mulligan, Robert F..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:2:p:201-211.

    Full description at Econpapers || Download paper

  22. Spill over effects of futures contracts initiation on the cash market: a regime shift approach. (2010). Sogiakas, Vasilios ; Karathanassis, George .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:1:p:95-143.

    Full description at Econpapers || Download paper

  23. A fractal comparison of real and Austrian business cycle models. (2010). Mulligan, Robert F..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:11:p:2244-2267.

    Full description at Econpapers || Download paper

  24. Heavy tails and currency crises. (2010). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:2:p:241-254.

    Full description at Econpapers || Download paper

  25. Risk management and dynamic portfolio selection with stable Paretian distributions. (2010). Fabozzi, Frank ; Rachev, Svetlozar T. ; Ortobelli, Sergio.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:2:p:195-211.

    Full description at Econpapers || Download paper

  26. A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence. (2009). Sun, Edward ; Fabozzi, Frank ; Rachev, Svetlozar ; Kalev, Petko.
    In: Empirical Economics.
    RePEc:spr:empeco:v:36:y:2009:i:1:p:201-229.

    Full description at Econpapers || Download paper

  27. Intervention index and exchange rate regimes: the cases of selected East-Asian economies. (2009). Siregar, Reza ; Pontines, Victor.
    In: MPRA Paper.
    RePEc:pra:mprapa:17138.

    Full description at Econpapers || Download paper

  28. An exploration of commonly observed stylized facts with data from experimental asset markets. (2009). Kirchler, Michael ; Huber, Jurgen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:8:p:1631-1658.

    Full description at Econpapers || Download paper

  29. A model for stock market returns: non-Gaussian fluctuations and financial factors. (2008). Islam, Sardar ; Craven, B..
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:30:y:2008:i:4:p:355-370.

    Full description at Econpapers || Download paper

  30. Are residual economic relationships normally distributed? Testing an assumption of neoclassical economics. (2008). Bundt, Thomas ; Murphy, Robert.
    In: The Review of Austrian Economics.
    RePEc:kap:revaec:v:21:y:2008:i:4:p:329-340.

    Full description at Econpapers || Download paper

  31. Empirical distributions of Chinese stock returns at different microscopic timescales. (2008). Gu, Gao-Feng ; Chen, Wei ; Zhou, Wei-Xing.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:2:p:495-502.

    Full description at Econpapers || Download paper

  32. Financial market models with Lévy processes and time-varying volatility. (2008). Fabozzi, Frank ; Kim, Young Shin ; Rachev, Svetlozar T. ; Bianchi, Michele Leonardo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1363-1378.

    Full description at Econpapers || Download paper

  33. Option pricing in a Garch model with tempered stable innovations. (2008). Mercuri, Lorenzo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:5:y:2008:i:3:p:172-182.

    Full description at Econpapers || Download paper

  34. Oil price dynamics (2002-2006). (2008). Askari, Hossein ; Krichene, Noureddine.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:5:p:2134-2153.

    Full description at Econpapers || Download paper

  35. Markov switching GARCH models of currency turmoil in Southeast Asia. (2008). Scotti, Chiara ; Mariano, Roberto ; Brunetti, Celso ; Tan, Augustine H. H., .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:9:y:2008:i:2:p:104-128.

    Full description at Econpapers || Download paper

  36. Delta hedging strategies comparison. (2008). de Giovanni, Domenico ; Rachev, Svetlozar ; Ortobelli, Sergio.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:185:y:2008:i:3:p:1615-1631.

    Full description at Econpapers || Download paper

  37. Invention in the city: Increasing returns to patenting as a scaling function of metropolitan size. (2007). Bettencourt, Luis M. A., ; Lobo, Jose ; Strumsky, Deborah.
    In: Research Policy.
    RePEc:eee:respol:v:36:y:2007:i:1:p:107-120.

    Full description at Econpapers || Download paper

  38. Safety-first and extreme value bilateral U.S.-Mexican portfolio optimization around the peso crisis and NAFTA in 1994. (2007). Varela, Oscar ; Hassan, M. Kabir ; Haque, Mahfuzul.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:47:y:2007:i:3:p:449-469.

    Full description at Econpapers || Download paper

  39. Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns. (2007). Sun, Edward ; Fabozzi, Frank ; Rachev, Svetlozar.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:59:y:2007:i:6:p:575-595.

    Full description at Econpapers || Download paper

  40. Pricing and Inference with Mixtures of Conditionally Normal Processes.. (2007). Pegoraro, Fulvio ; Monfort, Alain ; Bertholon, H..
    In: Working papers.
    RePEc:bfr:banfra:188.

    Full description at Econpapers || Download paper

  41. Financial applications of flexible copula families based on mixing. (2006). arakelian, veni ; Veni, Arakelian.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:94.

    Full description at Econpapers || Download paper

  42. Estimating time-varying conditional correlations between stock and foreign exchange markets. (2006). Tastan, Huseyin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:360:y:2006:i:2:p:445-458.

    Full description at Econpapers || Download paper

  43. The Degree of Stability of Price Diffusion. (2005). Los, Cornelis.
    In: Finance.
    RePEc:wpa:wuwpfi:0508006.

    Full description at Econpapers || Download paper

  44. Some Patterns of Market Shares of Brands Within and Across Product Categories. (2005). Sah, Raaj ; Kohli, Rajeev .
    In: Working Papers.
    RePEc:siu:wpaper:11-2005.

    Full description at Econpapers || Download paper

  45. Modeling Movie Success When ‘Nobody Knows Anything’: Conditional Stable-Distribution Analysis Of Film Returns. (2005). Walls, W..
    In: Journal of Cultural Economics.
    RePEc:kap:jculte:v:29:y:2005:i:3:p:177-190.

    Full description at Econpapers || Download paper

  46. A GARCH option pricing model with [alpha]-stable innovations. (2005). Menn, Christian ; Rachev, Svetlozar T..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:163:y:2005:i:1:p:201-209.

    Full description at Econpapers || Download paper

  47. A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series. (2005). Wu, Yangru ; Sim, Ah-Boon ; Kwan, Andy C. C., .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:48:y:2005:i:2:p:391-413.

    Full description at Econpapers || Download paper

  48. Russian and American put options under exponential phase-type Lévy models. (2004). Avram, Florin ; Asmussen, Soren ; Pistorius, Martijn R..
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:109:y:2004:i:1:p:79-111.

    Full description at Econpapers || Download paper

  49. Maritime businesses: volatile stock prices and market valuation inefficiencies. (2004). Lombardo, Gary A. ; Mulligan, Robert F..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:2:p:321-336.

    Full description at Econpapers || Download paper

  50. Fractal analysis of highly volatile markets: an application to technology equities. (2004). Mulligan, Robert F..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:1:p:155-179.

    Full description at Econpapers || Download paper

  51. Extreme value theory and Value-at-Risk: Relative performance in emerging markets. (2004). Selcuk, Faruk ; Gencay, Ramazan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:2:p:287-303.

    Full description at Econpapers || Download paper

  52. Motion picture profit, the stable Paretian hypothesis, and the curse of the superstar. (2004). Walls, W. ; De Vany, Arthur S..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:6:p:1035-1057.

    Full description at Econpapers || Download paper

  53. Modeling movie success when nobody knows anything: Conditional stable distribution analysis of film returns. (2004). Walls, W..
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:409.

    Full description at Econpapers || Download paper

  54. An investigation of the unconditional distribution of South African stock index returns. (2003). Beelders, O..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:9:p:623-633.

    Full description at Econpapers || Download paper

  55. High volatility, thick tails and extreme value theory in value-at-risk estimation. (2003). Selcuk, Faruk ; Gencay, Ramazan ; Ulugulyagci, Abdurrahman.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:33:y:2003:i:2:p:337-356.

    Full description at Econpapers || Download paper

  56. FRACTAL GEOMETRY IN AGRICULTURAL CASH PRICE DYNAMICS. (2002). Jin, Hyun ; Frechette, Darren L..
    In: 2002 Annual meeting, July 28-31, Long Beach, CA.
    RePEc:ags:aaea02:19696.

    Full description at Econpapers || Download paper

  57. Alternative Capital Asset Pricing Models: A Review of Theory and Evidence. (2000). Javed, Attiya Y..
    In: PIDE-Working Papers.
    RePEc:pid:wpaper:2000:179.

    Full description at Econpapers || Download paper

  58. A new method to estimate the level and distribution of household human capital with application. (2000). Slottje, Daniel ; Dagum, Camilo.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:11:y:2000:i:1-2:p:67-94.

    Full description at Econpapers || Download paper

  59. On the distribution and conditional heteroscedasticity in Taiwan stock prices. (2000). Lin, Bing-Huei ; Yeh, Shih-Kuo .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:10:y:2000:i:3-4:p:367-395.

    Full description at Econpapers || Download paper

  60. The Problem of Optimal Asset Allocation with Stable Distributed Returns. (2000). Schwartz, Eduardo ; Rachev, Svetlozar ; Ortobelli, Sergio.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt3zd6q86c.

    Full description at Econpapers || Download paper

  61. Start-up size and industrial dynamics: some evidence from Italian manufacturing. (1999). Vivarelli, Marco ; Santarelli, Enrico ; Audretsch, David.
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:17:y:1999:i:7:p:965-983.

    Full description at Econpapers || Download paper

  62. Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data. (1999). Doong, Shuh-Chyi ; Chiang, Thomas.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:10:y:1999:i:2:p:187-200.

    Full description at Econpapers || Download paper

  63. MIXTURE DISTRIBUTIONS: CURING COMMODITY KURTOSIS?. (1999). Roberts, Matthew C..
    In: 1999 Annual meeting, August 8-11, Nashville, TN.
    RePEc:ags:aaea99:21604.

    Full description at Econpapers || Download paper

  64. Monte Carlo inference in econometric models with symmetric stable disturbances. (1998). Tsionas, Efthymios.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:88:y:1998:i:2:p:365-401.

    Full description at Econpapers || Download paper

  65. Capital markets research and real world complexity: The emerging challenge of chaos theory. (1998). Mouck, T..
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:23:y:1998:i:2:p:189-203.

    Full description at Econpapers || Download paper

  66. Testing for continuous-time models of the short-term interest rate. (1995). Zakoian, Jean-Michel ; Scaillet, Olivier ; Broze, Laurence.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:2:y:1995:i:3:p:199-223.

    Full description at Econpapers || Download paper

  67. OPTION PRICING WITH V. G. MARTINGALE COMPONENTS. (1991). Milne, Frank ; Madan, Dilip.
    In: Working Papers.
    RePEc:qed:wpaper:1159.

    Full description at Econpapers || Download paper

  68. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-06 17:49:52 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.