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~isPartOf:"Energy economics"
~isPartOf:"IZA Discussion Paper"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Baum, Christopher F."
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
Baum, Christopher F.
;
Zerilli, Paola
- In:
Energy economics
53
(
2016
),
pp. 175-181
Persistent link: https://www.econbiz.de/10011660506
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