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subject:"ARCH-Modell"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Energy economics"
~person:"Liu, Jing"
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ARCH-Modell
ARCH model
2
Commodity derivative
2
Forecasting model
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Oil price
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Prognoseverfahren
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Rohstoffderivat
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Dynamic model averaging method
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Liu, Jing
Ma, Feng
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Chevallier, Julien
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McAleer, Michael
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Roengchai Tansuchat
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Energy economics
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Economic modelling
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International review of economics & finance : IREF
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Forecasting the oil futures price volatility : large jumps and small jumps
Liu, Jing
;
Ma, Feng
;
Yang, Ke
;
Zhang, Yaojie
- In:
Energy economics
72
(
2018
),
pp. 321-330
Persistent link: https://www.econbiz.de/10011972334
Saved in:
2
Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Wei, Yu
;
Liu, Jing
;
Lai, Xiaodong
;
Hu, Yang
- In:
Energy economics
68
(
2017
),
pp. 141-150
Persistent link: https://www.econbiz.de/10011905038
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