Price Volatility Dependence Structure Change Among Agricultural Commodity Futures Due to Extreme Event: An Analysis with the Vine Copula

被引：0

|

作者：

Palason, Konnika ^{[1
]}

Rattanasamakarn, Tanapol ^{[1
]}

Tansuchat, Roengchai ^{[2
]}

机构：

[1] Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand

[2] Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand

来源：

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) | 2022年 / 13199 LNAI卷

关键词：

Compendex;

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摘要：

COVID-19

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页码：368 / 378

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