Cite
HARVARD Citation
Wu, C. et al. (2022). Volatility Spillovers Among the Three Places Across the Taiwan Strait: Evidence from a BEKK‐CARR Approach. Asia-Pacific journal of financial studies. pp. 896-913. [Online].
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Wu, C. et al. (2022). Volatility Spillovers Among the Three Places Across the Taiwan Strait: Evidence from a BEKK‐CARR Approach. Asia-Pacific journal of financial studies. pp. 896-913. [Online].