The path of financial risk spillover in the stock market based on the R-vine-Copula model

Author:

Zhang Xiaoming,Zhang Tong,Lee Chien-ChiangORCID

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference40 articles.

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5. Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS;Liu;Resour. Policy,2022

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