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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Energy economics"
~isPartOf:"The journal of futures markets"
~person:"Baum, Christopher F."
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Baum, Christopher F.
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Journal of applied econometrics
Energy economics
The journal of futures markets
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Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
Baum, Christopher F.
;
Zerilli, Paola
- In:
Energy economics
53
(
2016
),
pp. 175-181
Persistent link: https://www.econbiz.de/10011660506
Saved in:
2
Nonlinear effects of exchange rate volatility on the volume of bilateral exports
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001924617
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