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Shahzad, Syed Jawad Hussain, Kumar, Ronald Ravinesh ORCID: 0000-0001-9658-4896, Ali, Sajid and Ameer, Saba
(2016)
Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications.
Physica A : Statistical Mechanics and its Applications, 457.
pp. 8-33.