Vines climbing higher: Risk management for commodity...

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Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach

Li, Hemei, Liu, Zhenya, Wang, Shixuan
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Journal:
International Journal of Finance & Economics
DOI:
10.1002/ijfe.2280
Date:
October, 2020
File:
PDF, 3.77 MB
2020
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