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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Finance research letters"
~person:"Chen, Wang"
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Search: ("Energiepolitik" OR "Erdölpreis" OR "Rohstoff") AND NOT isPartOf:Wirtschaftsdienst
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Oil price
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ARCH model
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Chen, Wang
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International review of economics & finance : IREF
Finance research letters
Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Saved in:
2
Stock market return predictability revisited : evidence from a new index constructing the oil market
Chen, Wang
;
Chevallier, Julien
;
Wang, Jiqian
;
Zhong, Juandan
- In:
Finance research letters
49
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013478846
Saved in:
3
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei
;
Hu, Shichao
;
Chen, Wang
;
Zeng, Yu-feng
;
Yang, Lu
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
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