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~isPartOf:"Finance research letters"
~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pierdzioch, Christian"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
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Time series analysis
Volatility
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Chang, Chia-Lin
Pierdzioch, Christian
Bouri, Elie
10
Gupta, Rangan
9
Roubaud, David
9
Tiwari, Aviral Kumar
9
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Finance research letters
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
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International review of economics & finance : IREF
4
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Applied economics letters
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Journal of econometrics
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The European journal of finance
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ECONIS (ZBW)
4
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1
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
2
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
3
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
4
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
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