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  • Search: subject:"Mixeddata sampling"
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Year of publication
Subject
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ARCH model 1 ARCH-Modell 1 Commodity derivative 1 Commodity futures 1 Commodity market 1 Commodity price 1 Forecasting model 1 GARCH 1 Impact assessment 1 Long-term volatility 1 Macroeconomic effects 1 Mixeddata sampling 1 Prognoseverfahren 1 Rohstoffderivat 1 Rohstoffmarkt 1 Rohstoffpreis 1 Volatility 1 Volatilität 1 Welt 1 Wirkungsanalyse 1 World 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Nguyen, Duc Khuong 1 Walther, Thomas 1
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Working papers on finance 1
Source
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ECONIS (ZBW) 1
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Modeling and forecasting commodity market volatility with long-term economic and financial variables
Nguyen, Duc Khuong; Walther, Thomas - 2018
Persistent link: https://www.econbiz.de/10011946687
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