Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH
Crossref DOI link: https://doi.org/10.1007/s10614-019-09965-0
Published Online: 2020-01-04
Published Print: 2021-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ghosh, Indranil
Sanyal, Manas K.
Jana, R. K. http://orcid.org/0000-0001-8564-112X
Text and Data Mining valid from 2020-01-04
Version of Record valid from 2020-01-04
Article History
Accepted: 26 December 2019
First Online: 4 January 2020