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~person:"Liao, Yin"
~subject:"ARCH-Modell"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
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Search: subject_exact:"Rohstoffterminhandel"
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Commodity derivative
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Rohstoffderivat
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3
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Liao, Yin
Ma, Feng
28
Zhang, Yaojie
10
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8
McAleer, Michael
7
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6
Liu, Jing
6
Lu, Xinjie
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Lahiani, Amine
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Roengchai Tansuchat
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Sadorsky, Perry A.
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Tanattrin Bunnag
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Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
2
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
3
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
4
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
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