Commodity Market Financialization, Herding and Signals : An Asymmetric GARCH R-Vine Copula Approach
Year of publication: |
2022
|
---|---|
Authors: | Xiao, Qin ; Zhang, Dalu ; Yan, Meilan |
Publisher: |
[S.l.] : SSRN |
Subject: | Herdenverhalten | Herding | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution | Signalling | Rohstoffmarkt | Commodity market | Theorie | Theory | Rohstoffderivat | Commodity derivative |
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