Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method.
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| Title: | Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method. |
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| Authors: | He, Chaohua1 (AUTHOR), Li, Guangchen1 (AUTHOR), Fan, Hai1 (AUTHOR), Wei, Weixian1 (AUTHOR) wxwei@uibe.edu.cn |
| Source: | Applied Economics. Mar2021, Vol. 53 Issue 11, p1249-1263. 15p. 2 Diagrams, 8 Charts, 3 Graphs. |
| Database: | Business Source Ultimate |
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| Header | DbId: bsu DbLabel: Business Source Ultimate An: 148627064 AccessLevel: 2 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1080/00036846.2020.1828566 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 15 StartPage: 1249 Titles: – TitleFull: Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: He, Chaohua – PersonEntity: Name: NameFull: Li, Guangchen – PersonEntity: Name: NameFull: Fan, Hai – PersonEntity: Name: NameFull: Wei, Weixian IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 03 Text: Mar2021 Type: published Y: 2021 Identifiers: – Type: issn-print Value: 00036846 Numbering: – Type: volume Value: 53 – Type: issue Value: 11 Titles: – TitleFull: Applied Economics Type: main |
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