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A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events

Yunjie Wei, Qi Wei, Shouyang Wang, Kin Keung Lai. A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events. J. Systems Science & Complexity, 31(3):734-749, 2018. [doi]

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