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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Finance research letters"
~isPartOf:"The journal of futures markets"
~person:"Ma, Feng"
~person:"Sosvilla-Rivero, Simón"
~person:"Todorov, Viktor"
~subject:"Commodity derivative"
~subject:"Markov-regime switching"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Commodity derivative
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Volatility
Estimation
5
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5
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4
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Ma, Feng
Sosvilla-Rivero, Simón
Todorov, Viktor
Corbet, Shaen
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Finance research letters
The journal of futures markets
Journal of econometrics
13
Applied economics
6
Energy economics
6
Applied economics letters
5
Journal of financial economics
4
Journal of international financial markets, institutions & money
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International journal of finance & economics : IJFE
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Hacienda pública española : review of public economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of applied econometrics
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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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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ECONIS (ZBW)
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1
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
2
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
3
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
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