Vines climbing higher : Risk management for commodity futures markets using a regular vine copula approach
Year of publication: |
2020
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---|---|
Authors: | Li, Hemei ; Liu, Zhenya ; Wang, Shixuan |
Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 2 (07.10.), p. 2438-2457
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Publisher: |
Wiley |
Saved in:
Online Resource
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