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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of forecasting"
~person:"Wahab, M. I. M."
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Derivat
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Aktienmarkt
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oil future overnight RV
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Wahab, M. I. M.
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A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
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