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"Based on Copula-CoVaR model of risk spillover effect of oil markets and ..."
Chenxiao Tian, Baoshuai Zhang, Jun Duan (2020)
- Chenxiao Tian, Baoshuai Zhang, Jun Duan:
Based on Copula-CoVaR model of risk spillover effect of oil markets and other commodity markets. J. Intell. Fuzzy Syst. 38(6): 7671-7682 (2020)
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