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About this Economics, Econometrics and Finance article
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence by Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0140-9883)
- Published
- 2020
- Field
- Economics, Econometrics and Finance (Social Sciences)
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