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~isPartOf:"Economic modelling"
~person:"Abdallah, Oussama"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Erdöl"
~subject:"Risikomaß"
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ARCH-Modell
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ARCH model
4
Volatility
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Prognoseverfahren
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Estimation
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Oil price
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Chinese crude oil futures market
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Abdallah, Oussama
Zhang, Yaojie
Arouri, Mohamed
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
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Todorova, Neda
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Belkhouja, Mustapha
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2
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Lin, Xiaoqiang
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Mensi, Walid
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Min, Hong-ghi
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Pal, Debdatta
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Sadorsky, Perry A.
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Tsui, Albert K.
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Wang, Yudong
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Zhang, Zhaoyong
2
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1
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Economic modelling
Applied economics
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6
International journal of forecasting
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance research letters
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Financial innovation : FIN
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Journal of empirical finance
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Pacific-Basin finance journal
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
2
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
3
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
4
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
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