Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model
利用基于小波的多变量GARCH模型分析油价波动对伊朗股市的溢出效应
期刊:
影响因子:
doi:10.1016/j.dss.2022.113745
Chen, Lifan; Liu, Hefu; Zhou, Zhongyun; Chen, Meng; Chen, Yao; Mamipour, Siab; Yazdani, Sanaz; Sepehri, Elmira
