Information Flows Between the US and China’s Agricultural Commodity Futures Markets—Based on VAR–BEKK–Skew-t Model
Author:
Affiliation:
1. Peking University HSBC Business School, Shenzhen, China
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2016.1230492
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1. The Generalized Hyperbolic Skew Student's t-Distribution
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