Modeling the volatility of futures return in rubber and oil : a Copula-based GARCH model approach
Meng Li; Liang Yang
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Meng ; Yang, Liang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 576-581
|
| Subject: | Volatility | Rubber futures return | Crude oil futures return | Gas oil futures return | Copula-based GARCH model | ARCH-Modell | ARCH model | Volatilität | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Kapitaleinkommen | Capital income | Ölmarkt | Oil market | Multivariate Verteilung | Multivariate distribution | Ölpreis | Oil price | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010336750