Price Volatility Dependence Structure Change Among Agricultural Commodity Futures Due to Extreme Event: An Analysis with the Vine Copula
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-98018-4_30
Reference40 articles.
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5. Xin, Y., Chen, G.M., Firth, M.: The determinants of price volatility in China’s commodity futures markets (2005)
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