Multivariate models of commodity futures markets: a dynamic copula approach

Autor:	Sihong Chen, Qi Li, Qiaoyu Wang, Yu Yvette Zhang
Rok vydání:	2023
Předmět:	Statistics and Probability Economics and Econometrics Mathematics (miscellaneous) Social Sciences (miscellaneous)
Zdroj:	Empirical Economics.
ISSN:	1435-8921 0377-7332
DOI:	10.1007/s00181-023-02373-2
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::33040e1a9501ab358684621227d25be1 https://doi.org/10.1007/s00181-023-02373-2 Zobrazit plný text záznamu Full text from SpringerLink