View in EDS HTML Full Text PDF Full Text

Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method.

Saved in:
Bibliographic Details
Title: Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets: a GARCH-vine-copula method.
Authors: He, Chaohua1 (AUTHOR), Li, Guangchen1 (AUTHOR), Fan, Hai1 (AUTHOR), Wei, Weixian1 (AUTHOR) wxwei@uibe.edu.cn
Source: Applied Economics. Mar2021, Vol. 53 Issue 11, p1249-1263. 15p. 2 Diagrams, 8 Charts, 3 Graphs.
Database: Business Source Ultimate
Full text is not displayed to guests.
Description
ISSN:00036846
DOI:10.1080/00036846.2020.1828566