Work

Information Flows Between the US and China’s Agricultural Commodity Futures Markets—Based on VAR–BEKK–Skew-t Model

Year: 2017

Type: article

Source: Emerging Markets Finance and Trade

DOI: 10.1080/1540496x.2016.1230492

Authors: Qian Chen, Xin Weng

Institution: Peking University

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: W2575217952

FWCI: 3.18

Cites: 69

Cited by: 21

Related to: 10