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isPartOf:"Energy policy"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~person:"Wei, Yu"
~person:"Zhang, Yue-jun"
~subject:"Prognoseverfahren"
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Prognoseverfahren
ARCH model
4
ARCH-Modell
4
Commodity derivative
4
Oil price
4
Rohstoffderivat
4
Ölpreis
4
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Volatility
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Volatility forecasting
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Signed jump variation
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Wei, Yu
Zhang, Yue-jun
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Ma, Feng
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Abosedra, Salah S.
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Baghestani, Hamid
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Bao, Weiwei
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Energy policy
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Energy economics
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International journal of finance & economics : IJFE
3
Financial innovation : FIN
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International review of financial analysis
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ECONIS (ZBW)
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Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
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2
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
3
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
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