Cite
HARVARD Citation
Luo, J. et al. (2019). Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data. Applied economics. 51 (5), pp. 422-443. [Online].
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Luo, J. et al. (2019). Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous data. Applied economics. 51 (5), pp. 422-443. [Online].