Exploring the dynamic nonlinear relationship between crude oil price and implied volatility indices: A new perspective from MMV-MFDFA
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Title
Exploring the dynamic nonlinear relationship between crude oil price and implied volatility indices: A new perspective from MMV-MFDFA
Authors
Keywords
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Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 603, Issue -, Pages 127684
Publisher
Elsevier BV
Online
2022-06-10
DOI
10.1016/j.physa.2022.127684
References
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