Normal and extreme interactions among nonferrous metal futures : a new quantile-frequency connectedness approach
Year of publication: |
2022
|
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Authors: | Wei, Yu ; Bai, Lan ; Li, Xiafei |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-16
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Subject: | Nonferrous metal futures | Quantile connectedness | Quantile-frequency connectedness | Return connectedness |
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