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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~person:"Filis, George"
~person:"McAleer, Michael"
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EU-Staaten
Volatility
Estimation
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Filis, George
McAleer, Michael
Gerlach, Richard
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International journal of forecasting
Econometric Institute research papers
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Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
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2
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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