APA (7th ed.) Citation

He, C., Li, G., Fan, H., & Wei, W. (2021). Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: A GARCH-vine-copula method. Applied Economics, 53(11), 1249. https://doi.org/10.1080/00036846.2020.1828566

Chicago Style (17th ed.) Citation

He, Chaohua, Guangchen Li, Hai Fan, and Weixian Wei. "Correlation Between Shanghai Crude Oil Futures, Stock, Foreign Exchange, and Gold Markets: A GARCH-vine-copula Method." Applied Economics 53, no. 11 (2021): 1249. https://doi.org/10.1080/00036846.2020.1828566.

MLA (9th ed.) Citation

He, Chaohua, et al. "Correlation Between Shanghai Crude Oil Futures, Stock, Foreign Exchange, and Gold Markets: A GARCH-vine-copula Method." Applied Economics, vol. 53, no. 11, 2021, p. 1249, https://doi.org/10.1080/00036846.2020.1828566.