A study of lead-lag structure between international crude...

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A study of lead-lag structure between international crude oil price and several financial markets

Yao, Can-Zhong, Kuang, Peng-Cheng
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Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.121755
Date:
June, 2019
File:
PDF, 2.20 MB
2019
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