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HARVARD Citation
Lee, H. et al. (2020). Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches. Applied economics. 52 (54), pp. 5909-5920. [Online].
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Lee, H. et al. (2020). Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches. Applied economics. 52 (54), pp. 5909-5920. [Online].