Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ruolan Ouyang, Jinming Ma, Xiaoxia Xiao
| Year of publication: |
2023
|
|---|---|
| Authors: | Ouyang, Ruolan ; Ma, Jinming ; Xiao, Xiaoxia |
| Subject: | dependence structure | Nonferrous metal | risk spillover | vine copula | Multivariate Verteilung | Multivariate distribution | Spillover-Effekt | Spillover effect | Risiko | Risk | Metallmarkt | Metal market | Metallindustrie | Metal industry | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2044010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014303863