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~person:"Cifarelli, Giulio"
~person:"Enders, Walter"
~subject:"Rohstoffderivat"
~subject:"multivariate GARCH model"
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Rohstoffderivat
multivariate GARCH model
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feedback trading
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multivariate GARCH
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Cifarelli, Giulio
Enders, Walter
Manera, Matteo
6
Nicolini, Marcella
4
McAleer, Michael
3
Mensi, Walid
3
Tsay, Ruey S.
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Journal of empirical finance
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The energy journal
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Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
2
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
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