Cite
HARVARD Citation
Chai, S. et al. (2020). Volatility Similarity and Spillover Effects in G20 Stock Market Comovements: An ICA-Based ARMA-APARCH-M Approach. Complexity. p. . [Online].
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Chai, S. et al. (2020). Volatility Similarity and Spillover Effects in G20 Stock Market Comovements: An ICA-Based ARMA-APARCH-M Approach. Complexity. p. . [Online].