Asymmetric risk spillovers between oil and the Chinese stock market: a Beta-skew-t-EGARCH-EVT-copula approach

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Bibliographic Details
Published in:The journal of risk 2023-02
Main Author: Chen, Jiusheng
Format: Article
Language:English
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ISSN:1465-1211
1755-2842
DOI:10.21314/JOR.2022.047