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dc.contributor.author
Filimonov, Vladimir
dc.contributor.author
Bicchetti, David
dc.contributor.author
Maystre, Nicolas
dc.contributor.author
Sornette, Didier
dc.date.accessioned
2017-06-10T21:40:32Z
dc.date.available
2017-06-10T21:40:32Z
dc.date.issued
2014-04
dc.identifier.issn
0261-5606
dc.identifier.issn
1873-0639
dc.identifier.other
10.1016/j.jimonfin.2013.08.010
dc.identifier.uri
http://hdl.handle.net/20.500.11850/72071
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Branching processes
dc.subject
Bubble
dc.subject
Commodities
dc.subject
Endogeneity
dc.subject
Oil
dc.subject
Reflexivity
dc.subject
Regime shift
dc.subject
Self-excitation
dc.title
Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
dc.type
Journal Article
ethz.journal.title
Journal of International Money and Finance
ethz.journal.volume
42
ethz.journal.abbreviated
J. int. money financ.
ethz.pages.start
174
ethz.pages.end
192
ethz.notes
Available online 29 August 2013.
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
004136575
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier / Sornette, Didier
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier / Sornette, Didier
ethz.date.deposited
2017-06-10T21:41:34Z
ethz.source
ECIT
ethz.identifier.importid
imp59365104bbd0555085
ethz.ecitpid
pub:114233
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T23:38:20Z
ethz.rosetta.lastUpdated
2018-12-02T06:00:01Z
ethz.rosetta.versionExported
true
ethz.COinS
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