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A characterization of oil price behavior - Evidence from jump models
Marc Gronwald
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Corresponding author for this work
ifo Institute – Leibniz Institute for Economic Research at the University of Munich
Leibniz Institute for Economic Research
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peer-review
44
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Dive into the research topics of 'A characterization of oil price behavior - Evidence from jump models'. Together they form a unique fingerprint.
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Social Sciences
Behavior
100%
Evidence
100%
Oil Price
100%
Prices
40%
Generalized Autoregressive Conditional Heteroskedasticity
40%
Analysis
20%
Decision
20%
Variance
20%
Consequences
20%
Economics, Econometrics and Finance
Price
100%
Oil
100%
Measure of Dispersion
14%
ARCH Model
14%