David Bicchetti

United Nations - Conference on Trade and Development (UNCTAD)

Economist

Palais des Nations

Office E 10025

Geneva, 1211

Switzerland

SCHOLARLY PAPERS

2

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CITATIONS
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in Total Papers Citations

10

Scholarly Papers (2)

1.

Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Markets

Number of pages: 56 Posted: 23 Mar 2013
Swiss Federal Institute of Technology Zurich (ETH Zurich), United Nations - Conference on Trade and Development (UNCTAD), UNCTAD - United Nations Conference on Trade and Development and ETH Z├╝rich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 1,378 (13,191)
Citation 7

Abstract:

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Commodities, endogeneity, reflexivity, branching processes, bubble, oil, regime shift, self-excitation

2.

The Synchronized and Long-Lasting Structural Change on Commodity Markets: Evidence from High Frequency Data

Algorithmic Finance (2013), 2:3-4, 233-239
Number of pages: 8 Posted: 12 May 2012
Nicolas Maystre and David Bicchetti
UNCTAD - United Nations Conference on Trade and Development and United Nations - Conference on Trade and Development (UNCTAD)
Downloads 199 (151,556)
Citation 5

Abstract:

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Financialization, Cross-Market Linkages, Commodities, Equities, High frequency, Structural change