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subject:"ARCH-Modell"
~subject:"Schock"
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ARCH-Modell
Schock
Commodity derivative
15
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7
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Theorie
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Brooks, Robert
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Cao, Yang
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Enders, Walter
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Lamberte, Antonio
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Liao, Yin
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Ma, Feng
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Marvasti, Akbar
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Moschini, Giancarlo
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Journal of empirical finance
Energy economics
92
Economic modelling
21
IMF working papers
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The journal of futures markets
17
Finance research letters
15
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14
International review of economics & finance : IREF
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Working paper
14
International review of financial analysis
13
Econometric Institute research papers
11
International Journal of Energy Economics and Policy : IJEEP
11
CAMA working paper series
10
American journal of agricultural economics
9
Journal of international money and finance
9
IMF Working Paper
8
Journal of commodity markets
8
The North American journal of economics and finance : a journal of financial economics studies
8
NBER Working Paper
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NBER working paper series
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The energy journal
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Working paper / National Bureau of Economic Research, Inc.
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Discussion paper / Centre for Economic Policy Research
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
IMF working paper
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OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
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The empirical economics letters : a monthly international journal of economics
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Applied financial economics
4
ECB Working Paper
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International journal of finance & economics : IJFE
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Journal of forecasting
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Journal of international economics
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Review of quantitative finance and accounting
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Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
2
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
3
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:
4
Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, Giancarlo
;
Myers, Robert J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
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