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~isPartOf:"Energy economics"
~person:"Engle, Robert F."
~person:"Wang, Jiqian"
~subject:"Börsenkurs"
~subject:"Multivariate analysis"
~subject:"Schätztheorie"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Engle, Robert F.
Wang, Jiqian
Ma, Feng
4
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Oil shocks and stock market volatility : new evidence
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Zhu, Bo
- In:
Energy economics
103
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013364063
Saved in:
2
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
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