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Journal: Mathematics, 2020
Volume: 8
Number: 1534
Article:
Volatility Transmission from Equity, Bulk Shipping, and Commodity Markets to Oil ETF and Energy Fund—A GARCH-MIDAS Model
Authors:
by
Arthur J. Lin and Hai-Yen Chang
Link:
https://www.mdpi.com/2227-7390/8/9/1534
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