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~isPartOf:"Energy economics"
~person:"Wong, Patrick"
~subject:"ARCH model"
~subject:"High frequency data"
~subject:"Markov Chain Monte Carlo"
~subject:"Time series analysis"
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Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
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