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~isPartOf:"International review of financial analysis"
~person:"Bauwens, Luc"
~person:"Chen, Cathy W. S."
~person:"Lee, Hsiang-Tai"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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ARCH model
Aktienmarkt
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Bauwens, Luc
Chen, Cathy W. S.
Lee, Hsiang-Tai
Christiansen, Charlotte
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Ané, Thierry
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Aslanidis, Nektarios
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Cagliesi, Gabriella
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Demirer, Rıza
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He, Zhen
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Lee, Chien-chiang
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Lien, Da-hsiang Donald
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Mandal, Anandadeep
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International review of financial analysis
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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The journal of futures markets
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Computational economics
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Finance research letters
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ECONIS (ZBW)
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A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
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2
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza
;
Lee, Hsiang-Tai
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
39
(
2015
),
pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
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