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subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
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Volatilität
Oil market
3
Volatility
3
Ölmarkt
3
ARCH model
2
ARCH-Modell
2
1984-1990
1
Cojumps
1
Commodity derivative
1
Commodity exchange
1
Estimation
1
Forecasting model
1
Jump intensity
1
Oil price
1
Prognoseverfahren
1
Rohstoffderivat
1
Schock
1
Schätzung
1
Shock
1
Signed jumps
1
Theorie
1
Theory
1
USA
1
United States
1
Volatility forecasting
1
Warenbörse
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English
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Brunetti, Celso
1
Cao, Yang
1
Gilbert, Christopher L.
1
Liao, Yin
1
Ma, Feng
1
Ng, Victor K.
1
Pirrong, Craig
1
Zhang, Yaojie
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Journal of empirical finance
Energy economics
113
International Journal of Energy Economics and Policy : IJEEP
24
Economic modelling
19
Research in international business and finance
17
The energy journal
16
International review of economics & finance : IREF
15
International review of financial analysis
13
Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
7
CESifo working papers
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International journal of finance & economics : IJFE
6
Journal of commodity markets
6
The journal of futures markets
6
Economies : open access journal
5
Cogent economics & finance
4
Emerging markets, finance and trade : EMFT
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of banking & finance
4
OPEC energy review
4
The Journal of energy and development
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
USAEE Working Paper
4
Working paper
4
Applied economics letters
3
International journal of economics and financial issues : IJEFI
3
International journal of financial research
3
International journal of forecasting
3
Atlantic economic journal : AEJ
2
CAMA working paper series
2
Econometric Institute research papers
2
Economics letters
2
Energy strategy reviews
2
IMF working paper
2
International journal of managerial and financial accounting
2
Iranian economic review : journal of University of Tehran
2
Journal of applied econometrics
2
Journal of economic studies
2
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ECONIS (ZBW)
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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
Bivariate FIGARCH and fractional cointegration
Brunetti, Celso
;
Gilbert, Christopher L.
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 509-530
Persistent link: https://www.econbiz.de/10001545286
Saved in:
3
Price dynamics in refined petroleum spot and futures markets
Ng, Victor K.
- In:
Journal of empirical finance
2
(
1996
)
4
,
pp. 359-388
Persistent link: https://www.econbiz.de/10001208684
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