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Autor Li, Yiying |
Documentos disponibles escritos por este autor (1)
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Chang, Chia-Lin ; Li, Yiying ; McAleer, Michael | 2015-06Energy and agricultural commodities and markets have been examined extensively, albeit separately, for a number of years. In the energy literature, the returns, volatility and volatility spillovers (namely, the delayed effect of a returns shock [...]