The effect of global oil price shocks on China's metal markets

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries

Alessandro Cologni, Matteo Manera · Energy Economics · 2007 · 655 citations

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