Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach
| Autor: | Zhao, Jing, Cui, Luansong, Liu, Weiguo, Zhang, Qiwen |
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| Zdroj: | In Resources Policy October 2023 86 Part B |
| Databáze: | ScienceDirect |
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