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~isPartOf:"Energy economics"
~language:"eng"
~person:"Giot, Pierre"
~person:"Polanski, Arnold"
~person:"Vries, Casper G. de"
~subject:"Risikomaß"
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Risikomaß
1987-2002
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ARCH model
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Giot, Pierre
Polanski, Arnold
Vries, Casper G. de
Ji, Qiang
6
Fan, Ying
4
Liu, Bing-Yue
4
Hammoudeh, Shawkat
3
Tiwari, Aviral Kumar
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Bouri, Elie
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He, Kaijian
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Herrera, Rodrigo
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Peña Sánchez de Rivera, Juan Ignacio
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Energy economics
Discussion paper / Tinbergen Institute
13
CORE discussion paper : DP
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Bank of England Working Paper
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International journal of forecasting
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Journal of empirical finance
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Money matters : essays in honour of Alan Walters
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Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
- In:
Energy economics
25
(
2003
)
5
,
pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
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