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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Macquarie economics research papers"
~person:"Prokopczuk, Marcel"
~person:"Ripple, Ronald D."
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Prokopczuk, Marcel
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ECONIS (ZBW)
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Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
2
The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility
Ripple, Ronald D.
;
Moosa, Imad A.
-
2007
Persistent link: https://www.econbiz.de/10003583869
Saved in:
3
Future maturity and hedging effectiveness : the case of oil futures
Ripple, Ronald D.
;
Moosa, Imad A.
-
2005
Persistent link: https://www.econbiz.de/10003206165
Saved in:
4
Hedgers, investors and futures return volatility : the case of NYMEX crude oil
Milunovich, George
;
Ripple, Ronald D.
-
2006
Persistent link: https://www.econbiz.de/10003391540
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