The Volatility Spillover Effect Between the International...

International Journal of Financial Research 2019 / 05 Vol. 10; Iss. 4

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
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Volume:
10
Language:
english
Journal:
International Journal of Financial Research
DOI:
10.5430/ijfr.v10n4p84
Date:
May, 2019
File:
PDF, 621 KB
english, 2019
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