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~isPartOf:"Energy economics"
~person:"Serletis, Apostolos"
~person:"Wen, Fenghua"
~subject:"GARCH models"
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Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Energy economics
83
(
2019
),
pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
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