Work

Modeling the volatility of futures return in rubber and oil—A Copula-based GARCH model approach

Year: 2013

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2013.07.016

Authors: Meng Li, Liang Yang

Institutions: Chinese Academy of Social Sciences, Institute of Quantitative and Technical Economics

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Zero hunger

Open Access status: closed

OpenAlex ID: W2093637705

FWCI: 4.665

Cites: 21

Cited by: 23

Related to: 10