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source:"econis"
~isPartOf:"CESifo working papers"
~isPartOf:"Energy economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"The econometrics journal"
~person:"Wang, Yudong"
~subject:"EU-Staaten"
~subject:"Stochastischer Prozess"
~subject:"Structural break"
~subject:"Volatility"
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Wang, Yudong
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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
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2
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Saved in:
3
Is WTI crude oil market becoming weakly efficient over time? : new evidence from multiscale analysis based on detrended fluctuation analysis
Wang, Yudong
;
Liu, Li
- In:
Energy economics
32
(
2010
)
5
,
pp. 987-992
Persistent link: https://www.econbiz.de/10008934354
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