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source:"econis"
~isPartOf:"CESifo working papers"
~isPartOf:"Energy economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The econometrics journal"
~person:"Cajueiro, Daniel Oliveira"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Search: subject_exact:"Time series analysis"
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Stochastischer Prozess
Volatility
Oil market
2
Oil price
2
Time series analysis
2
Volatilität
2
Welt
2
World
2
Zeitreihenanalyse
2
Ölmarkt
2
Ölpreis
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1983-2004
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Crude oil
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Efficient market hypothesis
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Effizienzmarkthypothese
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Forecasting
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Cajueiro, Daniel Oliveira
Caporale, Guglielmo Maria
12
Gil-Alaña, Luis A.
9
Benth, Fred Espen
4
Gupta, Rangan
4
Hammoudeh, Shawkat
3
Lütkepohl, Helmut
3
Ma, Feng
3
Plastun, Alex
3
Wang, Yudong
3
Wohar, Mark E.
3
Balcilar, Mehmet
2
Ji, Qiang
2
Klein, Tony
2
Liu, Li
2
McAleer, Michael
2
Nguyen, Duc Khuong
2
Niu, Mengyi
2
Pesaran, M. Hashem
2
Pierdzioch, Christian
2
Qu, Hui
2
Tabak, Benjamin Miranda
2
Tamvakis, Michael
2
Tiwari, Aviral Kumar
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Zhang, Yue-jun
2
Çepni, Oğuzhan
2
Abadir, Karim Maher
1
Abrell, Jan
1
Al-Freedi, Ajab
1
Alam, Md. Samsul
1
Arouri, Mohamed
1
Asai, Manabu
1
Auer, Benjamin R.
1
Aye, Goodness C.
1
Bailey, Ralph W.
1
Barigozzi, Matteo
1
Ben Ammar, Semir
1
Berg, Andreas
1
Berger, Theo
1
Bhargava, Alok
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CESifo working papers
Energy economics
International journal of theoretical and applied finance
The econometrics journal
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ECONIS (ZBW)
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Are the crude oil markets really becoming more efficient over time? : Some new evidence
Krištoufek, Ladislav
- In:
Energy economics
82
(
2019
),
pp. 253-263
Persistent link: https://www.econbiz.de/10012173935
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2
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
Tabak, Benjamin Miranda
;
Cajueiro, Daniel Oliveira
- In:
Energy economics
29
(
2007
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10003413296
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