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~person:"Chen, Langnan"
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Search: subject_exact:"Rohstoffderivat"
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Commodity derivative
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Rohstoffderivat
4
Forecasting model
3
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Volatility
3
Volatilität
3
Agricultural commodity futures
2
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Agrarprodukt
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Agricultural product
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Commodity exchange
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Erdöl
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agricultural commodity futures
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covariance breakdowns
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crude oil futures
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forecast
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long memory
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Chen, Langnan
McAleer, Michael
57
Irwin, Scott H.
52
Prokopczuk, Marcel
40
Till, Hilary
36
Chang, Chia-Lin
33
Pies, Ingo
32
Ma, Feng
31
Miffre, Joëlle
29
Sanders, Dwight R.
28
García, Philip
27
Manera, Matteo
25
Chevallier, Julien
24
Xiong, Wei
23
Lien, Da-hsiang Donald
22
Rouwenhorst, K. Geert
22
Tang, Ke
21
Schwartz, Eduardo S.
19
Bouri, Elie
18
Fernandez-Perez, Adrian
18
Wei, Yu
18
Bohl, Martin T.
17
Glauben, Thomas
17
Hammoudeh, Shawkat
17
Ji, Qiang
17
Tse, Yiuman
17
Kang, Sang Hoon
16
Nguyen, Duc Khuong
16
Prehn, Sören
16
Fan, John Hua
14
Robe, Michel A.
14
Todorova, Neda
14
Benth, Fred Espen
13
Cortazar, Gonzalo
13
Hamori, Shigeyuki
13
Hooi Hooi Lean
13
Nicolini, Marcella
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Pennings, Joost M. E.
13
Sercu, Piet
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Tansuchat, Roengchai
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Applied economics
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International journal of forecasting
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International review of economics & finance : IREF
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Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data
Luo, Jiawen
;
Chen, Langnan
;
Zhang, Weiguo
- In:
Applied economics
51
(
2019
)
5
,
pp. 422-443
Persistent link: https://www.econbiz.de/10012160576
Saved in:
2
Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches
Yang, Ke
;
Tian, Fengping
;
Chen, Langnan
;
Li, Steven
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 276-291
Persistent link: https://www.econbiz.de/10011748442
Saved in:
3
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
Saved in:
4
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
Saved in:
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