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~isPartOf:"International journal of forecasting"
~language:"eng"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~person:"Pástor, Ľuboš"
~subject:"Schätzung"
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Schätzung
ARCH model
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Bouri, Elie
Gupta, Rangan
Pástor, Ľuboš
Dionne, Georges
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Arroyo, Javier
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Asai, Manabu
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International journal of forecasting
Department of Economics working paper series
17
Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
6
Working papers / Rodney L. White Center for Financial Research
6
Energy economics
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Working paper / National Bureau of Economic Research, Inc.
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economic modelling
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Journal of behavioral and experimental finance
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Journal of forecasting
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Journal of multinational financial management
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Open economies review
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Rodney L. White Center for Financial Research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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