An empirical study on the regulated Chinese agricultural commodity futures market based on skew Ornstein-Uhlenbeck model
View/ Open
Published version
Embargoed until: 5555-01-01
Reason: Version not permitted.
Embargoed until: 5555-01-01
Reason: Version not permitted.
Volume
57
DOI
10.1016/j.ribaf.2021.101405
Journal
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
ISSN
0275-5319
Metadata
Show full item recordAuthors
Bai, Y; Xue, CCollections
- Economics and Finance [371]