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~isPartOf:"International review of economics & finance : IREF"
~person:"Gungor, Hasan"
~person:"McAleer, Michael"
~person:"Ratti, Ronald A."
~subject:"ARCH model"
~subject:"Crude oil futures"
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ARCH model
Crude oil futures
ARCH-Modell
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Gungor, Hasan
McAleer, Michael
Ratti, Ronald A.
Wang, Lu
3
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Hammoudeh, Shawkat
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Malik, Farooq
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Zhang, Yue-jun
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Balcilar, Mehmet
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International review of economics & finance : IREF
Econometric Institute research papers
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Working paper
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Energy economics
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Finance research letters
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Journal of risk and financial management : JRFM
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
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