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	The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses
	Jiang, Yonghong[1,2]; Jiang, Cheng[3]; Nie, He[1,2]; Mo, Bin[1,2,4]
	2019
页码	577
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4605767
专题	暨南大学
作者单位	1.[1] Institute of Finance, Jinan University, Guangzhou, 510632, China 2.[2] College of Economics, Jinan University, Guangzhou, 510632, China 3.[3] Department of Finance, Fox School of Business, Temple University, United States 4.[4] Institute of Finance and College of Economics, Jinan University, Guangzhou, 510632, China
推荐引用方式 GB/T 7714	Jiang, Yonghong[1,2],Jiang, Cheng[3],Nie, He[1,2],et al. The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses[J],2019:577.
APA	Jiang, Yonghong[1,2],Jiang, Cheng[3],Nie, He[1,2],&Mo, Bin[1,2,4].(2019).The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses.,577.
MLA	Jiang, Yonghong[1,2],et al."The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses".(2019):577.

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