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~isPartOf:"International review of financial analysis"
~person:"Ma, Feng"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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ARCH model
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ARCH-Modell
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Commodity derivative
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Forecasting model
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Oil price
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Prognoseverfahren
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Rohstoffderivat
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Volatility
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Ma, Feng
Lien, Da-hsiang Donald
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Ding, Shusheng
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Han, Liyan
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Lu, Xinjie
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International review of financial analysis
Energy economics
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International journal of finance & economics : IJFE
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International review of economics & finance : IREF
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Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
2
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
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