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"Modeling dynamic dependence between crude oil and natural gas return ..."

Kong-sheng Zhang, Yan-Yong Zhao (2021)

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DOI: 10.1016/J.CAM.2020.113243

access: closed

type: Journal Article

metadata version: 2021-01-07

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Kong-sheng Zhang, Yan-Yong Zhao:
Modeling dynamic dependence between crude oil and natural gas return rates: A time-varying geometric copula approach. J. Comput. Appl. Math. 386: 113243 (2021)

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