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Time-varying lead–lag structure between the crude oil spot and futures markets
Shao, Ying-Hui, Yang, Yan-Hong, Shao, Hao-Lin, Stanley, H. EugeneVolume:
523
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.03.002
Date:
June, 2019
File:
PDF, 2.37 MB
english, 2019