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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The energy journal"
~person:"Grobys, Klaus"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"Theorie"
~subject:"VAR-Modell"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Grobys, Klaus
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Review of quantitative finance and accounting
The energy journal
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Another look at value and momentum : volatility spillovers
Grobys, Klaus
;
Vähämaa, Sami
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
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