David Bicchetti

United Nations - Conference on Trade and Development (UNCTAD)

Economist

Palais des Nations

Office E 10025

Geneva, 1211

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 24,355

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Top 24,355

in Total Papers Downloads

1,471

CITATIONS

2

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 Swiss Finance Institute
Downloads 1,212 (10,979)

Abstract:

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 134 (137,228)
Citation 2

Abstract:

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