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Journal: J. Risk Financial Manag., 2022
Volume: 15
Number: 491

Article: Dependencies and Volatility Spillovers among Chinese Stock and Crude Oil Future Markets: Evidence from Time-Varying Copula and BEKK-GARCH Models
Authors: by Xiaoling Yu and Kaitian Xiao
Link: https://www.mdpi.com/1911-8074/15/11/491

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