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Crude oil imports, oil price volatility and exchange rate adjustments : an empirical study based on monthly data from 1995 to 2010
Zhang, Chen
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2011
Persistent link: https://www.econbiz.de/10009302106
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A novel method of detecting carbon asset price jump characteristics based on significant information shocks
Pan, Di
;
Zhang, Chen
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Zhu, Dandan
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Ji, Yuanpu
;
Cao, Wei
- In:
Finance research letters
47
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2022
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1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013459127
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On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
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Yu, Jun
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Zhang, Chen
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2023
Persistent link: https://www.econbiz.de/10014320456
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Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
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2022
Persistent link: https://www.econbiz.de/10013542219
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