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Volatility transmission in Chinese trucking markets: An application using BEKK, CCC and DCC-MGARCH models

Journal: 2020 IEEE International Conference on Artificial Intelligence and Computer Applications (ICAICA)

Co-author: Chuan Xu,Hongling Liu,Xiaobo Liu

First Author: Wei Xiao

Indexed by: 会议论文

Translation or Not: no

Date of Publication: 2020-06-07

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