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Dive into the research topics of 'Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models'. Together they form a unique fingerprint.- Sort by
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Lean Yu, Rui Zha, Dimitrios Stafylas, Kaijian He, Jia Liu
Research output: Contribution to journal › Article › peer-review