ارائه مدلی برای انتقال نوسان بازار نفت به بازارهای مالی موازی (رویکرد DCC-GARCH)

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Yuan, X., Tang, J., Wong, W. K. and Sriboonchitta, S. (2020). Modeling co-movement among different agricultural commodity markets: A Copula-GARCH approach. Sustainability, 12(1), 393