CODE R MAX/CERETTA
收藏Mendeley Data2026-04-09 收录
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https://data.mendeley.com/datasets/29mzb65kt8
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资源简介：
Data description of the paper 'Extreme return spillover between the WTI, the VIX, and six Latin American stock markets: A quantile connectedness approach'
提供机构：
Maximiliano Kruel
