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accessRights:"restricted"
subject:"Capital income"
~language:"eng"
~person:"Bouri, Elie"
~person:"Wang, Yudong"
~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Portfolio selection"
~subject:"Spillover-Effekt"
~subject:"Virtual currency"
~subject:"Virtuelle Währung"
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Capital income
ARCH model
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Spillover-Effekt
Virtual currency
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Estimation
81
Schätzung
81
Volatility
43
Volatilität
43
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35
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27
Prognoseverfahren
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Welt
26
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Bouri, Elie
Wang, Yudong
Yoon, Seong-min
Gupta, Rangan
67
Zaremba, Adam
50
Ma, Feng
28
Xuan Vinh Vo
27
Kang, Sang Hoon
24
Tiwari, Aviral Kumar
21
Wohar, Mark E.
20
Balcilar, Mehmet
18
McMillan, David G.
18
Mensi, Walid
18
Zhang, Yaojie
17
Pierdzioch, Christian
16
Narayan, Paresh Kumar
15
Jawadi, Fredj
14
Long, Huaigang
14
Salisu, Afees A.
14
Sehgal, Sanjay
14
Shahzad, Syed Jawad Hussain
13
Todorov, Viktor
13
Yin, Libo
13
Demirer, Rıza
12
Kumar, Dilip
12
Lee, Chien-chiang
12
Nonejad, Nima
12
Cakici, Nusret
11
Chiang, Thomas C.
11
Umar, Zaghum
11
Wu, Xinyu
11
Apergēs, Nikolaos
10
Bollerslev, Tim
10
Gil-Alaña, Luis A.
10
Hammoudeh, Shawkat
10
Wei, Yu
10
Zhu, Huiming
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Bali, Turan G.
9
Bekiros, Stelios
9
Brooks, Robert
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Energy economics
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Applied economics
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Finance research letters
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International review of financial analysis
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Economic modelling
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
4
Journal of empirical finance
3
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Australian economic papers
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Computational economics
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Economic research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of forecasting
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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
Energy economics
48
(
2015
),
pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
Saved in:
62
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
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