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~isPartOf:"Energy economics"
~language:"eng"
~person:"Lyu, Yongjian"
~person:"Segnon, Mawuli"
~subject:"Prognoseverfahren"
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Prognoseverfahren
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Oil price
2
Risikomaß
2
Risk measure
2
Volatility
2
Volatilität
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Welt
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World
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Ölpreis
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Commodity derivative
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Crude oil market
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Crude oil prices
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Encompassing test
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GARCH
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Generalized asymmetric Student-t distribution
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Multifractal processes
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Oil market
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Rohstoffderivat
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Statistical distribution
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Statistical test
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Statistische Verteilung
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Statistischer Test
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Lyu, Yongjian
Segnon, Mawuli
Herrera, Rodrigo
2
Bouri, Elie
1
Gupta, Rangan
1
He, Kaijian
1
Jiao, Lei
1
Ke, Rui
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Klein, Tony
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Liao, Yin
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Liu, Jia
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Lux, Thomas
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Olaniran, Abeeb
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Pino, Gabriel
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Rodriguez, Alejandro
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Salisu, Afees A.
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Tchankam, Jean Paul
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Tso, Kwok Fai Geoffrey
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Energy economics
The European journal of finance
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ECONIS (ZBW)
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Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian
;
Wang, Peng
;
Wei, Yu
;
Ke, Rui
- In:
Energy economics
66
(
2017
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
Saved in:
2
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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