Vines climbing higher : Risk management for commodity futures markets using a regular vine copula approach
| Year of publication: |
2020
|
|---|---|
| Authors: | Li, Hemei ; Liu, Zhenya ; Wang, Shixuan |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 2 (07.10.), p. 2438-2457
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2280 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012407093