Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach (Q2222183)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach |
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Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach (English)
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3 February 2021
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copula
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crude oil
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GARCH model
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natural gas
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