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Q5121470 - MaRDI portal

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scientific article; zbMATH DE number 7246959
Language Label Description Also known as
English
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scientific article; zbMATH DE number 7246959

    Statements

    author
    T. Kiatmanaroch
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    Songsak Sriboonchitta
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    publication date
    14 September 2020
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    zbMATH Keywords
    futures crude oil prices
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    empirical Kendall's tau
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    distance measure
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    vine copula
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    describes a project that uses
    fGarch
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    CDVine
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    62P05
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    62H05
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    zbMATH DE Number
    7246959
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