Journal of Macroeconomics · 1996 · 772 citations · 23 references
Social SciencesEconomicsEconometricsFinancial EconomicsMacroeconomicsAsset Pricing EmpiricsCommodity Price DynamicsOil EconomicsStochastic VolatilityVolatility AnalysisVolatility ModelingOil Price VolatilityOil PricesVolatility
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