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~person:"Banez-Chicharro, Fernando"
~person:"Fan, Ying"
~person:"Ratti, Ronald A."
~subject:"Risk measure"
~type_genre:"Konferenzbeitrag"
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Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
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