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Search: subject:"Variational mode decomposition"
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Modeling systemic risk and dependence structure between oil and stock markets using a
variational
mode
decomposition
-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
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