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accessRights:"restricted"
~isPartOf:"Computational economics"
~person:"Wang, Qunwei"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~type_genre:"Article in journal"
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Dynamic correlation and risk contagion between "black" futures in China : a multi-scale variational mode decomposition approach
Wang, Qunwei
;
Dai, Xingyu
;
Zhou, Dequn
- In:
Computational economics
55
(
2020
)
4
,
pp. 1117-1150
Persistent link: https://www.econbiz.de/10012223704
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