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person:"Hess, Dieter"
subject:"Börsenkurs"
~isPartOf:"Energy economics"
~person:"Ma, Feng"
~person:"Zaremba, Adam"
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Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
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