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~isPartOf:"Journal of risk"
~person:"Xu, Qifa"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Ölmarkt"
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Multivariate Verteilung
Prognoseverfahren
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ARCH model
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Financial market
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generalized copula autoregressive conditional heteroscedasticity mixed-data sampling (copula-GARCH-MIDAS)
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Xu, Qifa
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Journal of risk
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
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