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"Based on Copula-CoVaR model of risk spillover effect of oil markets and ..."

Chenxiao Tian, Baoshuai Zhang, Jun Duan (2020)

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DOI: 10.3233/JIFS-179837

access: closed

type: Journal Article

metadata version: 2020-07-01

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Chenxiao Tian, Baoshuai Zhang, Jun Duan:
Based on Copula-CoVaR model of risk spillover effect of oil markets and other commodity markets. J. Intell. Fuzzy Syst. 38(6): 7671-7682 (2020)

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