Francisco Eterovic
Economics and Econometrics · 2010
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 8 citations into it
- Finance — 8 citations into it
Whom Francisco Eterovic trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Francisco Eterovic's perspective
Ordered by how strongly the researchers Francisco Eterovic trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
- Specification Analysis of Affine Term Structure Models
- Short-Term Variations and Long-Term Dynamics in Commodity Prices
- Implementing a stochastic model for oil futures prices
- Energy futures prices: term structure models with Kalman filter estimation
- Modeling seasonality in agricultural commodity futures
- An N‐factor Gaussian model of oil futures prices
- Forecasting, Structural Time Series Models and the Kalman Filter
- Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
Their papers
- Can oil prices help estimate commodity futures prices? The cases of copper and silver (2010) — 27 citations