Work

The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model

Year: 2012

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2012.06.016

Author: Kuang-Liang Chang

Institution: National Chiayi University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Council

Award: G6019754690

OpenAlex ID: W2086977680

FWCI: 2.659

Cites: 26

Cited by: 47

Related to: 10