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Research on the spillover mechanism of energy market and corn markets by a trigram VEC-BEKK-GARCH (1,1) model
Research on the spillover mechanism of energy market and corn markets by a trigram VEC-BEKK-GARCH (1,1) model
- Journal of China Agricultural University Vol. 23, Issue 5, (2018)
DOI: 10.11841/j.issn.1007-4333.2018.05.020
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Related Author
WU Hai-xia
GE Yan
HUO Xue-xi
LI Peng
Related Institution
International Business School, Shaanxi Normal University
School of Public Finance, Central University of Finance and Economics
Center of Western Rural Development, Northwest A&F University, Yangling


