School of International Studies
National School of Development, Peking University
in Total Papers Downloads
in Total Papers Citations
High Frequency Data, Realized Variance, Leverage Effect
Oil models, oil prices, supply and demand analysis, financial markets
oil prices, supply and demand analysis, financial markets
Extreme value theory; GARCH; Quantile regression; Semiparametric; Value at Risk
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-124X.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
marketization, ownership restructuring, property transformation, wealth inequality
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.297 seconds