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~isPartOf:"Econometric Institute research papers"
~person:"Eliashberg, Jehoshua"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~subject:"Volatility"
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
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2019
Persistent link: https://www.econbiz.de/10011986953
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Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
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2011
Persistent link: https://www.econbiz.de/10009619368
Saved in:
3
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10003989642
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