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subject:"ARCH-Modell"
~accessRights:"restricted"
~person:"Liao, Yin"
~subject:"Kapitaleinkommen"
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ARCH-Modell
Kapitaleinkommen
ARCH model
3
Commodity derivative
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3
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3
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Geopolitical risk uncertainty
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Geopolitics
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HAR-RV-type models
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High-frequency data
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Jump intensity
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MIDAS
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Oil market
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Liao, Yin
Ma, Feng
25
Zhang, Yaojie
9
Wei, Yu
8
Liu, Jing
6
Lu, Xinjie
6
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5
Gupta, Rangan
5
Wang, Yudong
5
Xu, Yahua
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Bouri, Elie
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Chen, Wang
4
Fan, John Hua
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Ji, Qiang
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Liang, Chao
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Luo, Jiawen
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Prokopczuk, Marcel
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Uddin, Mohammed Gazi Salah
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4
Wese Simen, Chardin
4
Zhang, Yue-jun
4
Bianchi, Robert
3
Chevallier, Julien
3
Cuñado Eizaguirre, Juncal
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Li, Xiafei
3
McAleer, Michael
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Mikutowski, Mateusz
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Nguyen, Duc Khuong
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Wahab, M. I. M.
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Wang, Shixuan
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Yang, Ke
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Zaremba, Adam
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Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
2
Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Mei, Dexiang
;
Ma, Feng
;
Liao, Yin
;
Wang, Lu
- In:
Energy economics
86
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012511406
Saved in:
3
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
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