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~isPartOf:"Energy economics"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Share price"
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ARCH-Modell
Share price
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4
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4
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3
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3
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3
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3
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McAleer, Michael
Ma, Feng
16
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8
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8
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8
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8
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7
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3
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Energy economics
Econometric Institute research papers
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TI 2017-038/III Tinbergen Institute Discussion Paper
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Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
2
Analyzing and forecasting
volatility
spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
3
Volatility
spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
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