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~person:"Li, Meng"
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Li, Meng
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Modeling the volatility of futures return in rubber and oil—A Copula-based GARCH model approach
Li, Meng
;
Yang, Liang
- In:
Economic Modelling
35
(
2013
)
C
,
pp. 576-581
futures returns, namely,
crude
oil
futures
returns and gas oil futures returns in TOCOM. Whereas, the Gaussian dependence …
Persistent link: https://www.econbiz.de/10011048748
Saved in:
2
Modeling the volatility of futures return in rubber and oil : a Copula-based GARCH model approach
Li, Meng
;
Yang, Liang
- In:
Economic modelling
35
(
2013
),
pp. 576-581
Persistent link: https://www.econbiz.de/10010336750
Saved in:
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