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~subject:"Wavelet analysis"
~subject:"Stock market"
~person:"Wu, Maoguo"
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Wu, Maoguo
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The volatility spillover effect between the international crude oil futures price and China's stock market : multivariate BEKK-GARCH model based on wavelet
multiresolution
Wu, Maoguo
;
Zhu, Zhehao
- In:
International journal of financial research
10
(
2019
)
4
,
pp. 84-89
Persistent link: https://www.econbiz.de/10012321225
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