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Q3408228 - MaRDI portal

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scientific article

    Statements

    author
    Hong-Quan Li
    0 references
    Wei Shang
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    Shou-Yang Wang
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    publication date
    25 February 2010
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    zbMATH Keywords
    volatility modeling
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    extreme value
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    GARCH
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    price range
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    crude oil future
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    Identifiers

    zbMATH DE Number
    5674943
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