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accessRights:"restricted"
~accessRights:"free"
~person:"Hu, Liang"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
ARCH-Modell
2
Markov chain
2
Markov-Kette
2
Crude oil price volatility
1
Estimation
1
Estimation theory
1
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1
GARCH models
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Hu, Liang
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International journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Forecasting crude oil price volatility
Herrera, Ana María
;
Hu, Liang
;
Pastor, Daniel
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
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2
Optimal test for Markov switching GARCH models
Hu, Liang
;
Shin, Yongcheol
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009513627
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