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Tianqing Gao · Study

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Tianqing Gao

1 works· latest 2021· 1 institutionscluster: provisional

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Citations31

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Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction2021 · 31 citations

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Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction

The North American Journal of Economics and Finance·2021·1 author

31citations