Work

Time-varying copula models in the shipping derivatives market

Year: 2016

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-016-1146-9

Authors: Wenming Shi, Kevin X. Li, Zhongzhi Yang, Ganggang Wang

Institutions: Shanghai Jiao Tong University, Chung-Ang University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2517833256

FWCI: 5.02

Cites: 60

Cited by: 29

Related to: 10