dynamic lagged correlation

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Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets.
Lu, Fengbin;Qiao, Han;Wang, Shouyang;Lai, Kin Keung;Li, Yuze;
2017 Environmental research DOI: S0013-9351(16)30298-... 199 views

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Environmental research
ISSN: 1096-0953 687 views

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crude oil granger causality stock market time-varying coefficient var