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~isPartOf:"Econometric Institute research papers"
~person:"Gupta, Rangan"
~person:"Kunst, Robert M."
~person:"Timmermann, Allan"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Gupta, Rangan
Kunst, Robert M.
Timmermann, Allan
McAleer, Michael
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
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