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~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~person:"Chang, Kuang-liang"
~subject:"ARCH-Modell"
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Volatility regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market
Chang, Kuang-liang
- In:
Energy economics
34
(
2012
)
1
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pp. 294-306
Persistent link: https://www.econbiz.de/10009618842
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