Spillover effect and Granger causality investigation between China's stock market and international oil market: a dynamic multiscale approach

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Publication:2332762

DOI10.1016/J.CAM.2019.112460zbMath1426.91318OpenAlexW2973611051MaRDI QIDQ2332762

Guanyi Yu, Yufang Peng, Pengbang Wei, Weidong Chen

Publication date: 5 November 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112460




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