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person:"Chang, Chia-Lin"
subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~person:"Koopman, Siem Jan"
~subject:"Schätzung"
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Volatility
Schätzung
Estimation
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Time series analysis
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Chang, Chia-Lin
Koopman, Siem Jan
Wohar, Mark E.
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Xuan Vinh Vo
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Balcilar, Mehmet
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Salisu, Afees A.
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International review of economics & finance : IREF
Discussion paper / Tinbergen Institute
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Modelling a latent daily Tourism Financial Conditions Index
Chang, Chia-Lin
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011573563
Saved in:
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