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An empirical study on the regulated Chinese agricultural commodity futures market based on skew Ornstein-Uhlenbeck model

dc.contributor.authorBai, Y
dc.contributor.authorXue, C
dc.date.accessioned2021-10-04T10:44:57Z
dc.date.available2021-10-04T10:44:57Z
dc.date.issued2021-10
dc.identifier.issn0275-5319
dc.identifier.otherARTN 101405
dc.identifier.otherARTN 101405
dc.identifier.urihttps://qmro.qmul.ac.uk/xmlui/handle/123456789/74359
dc.relation.ispartofRESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
dc.subjectAgricultural commodity futuresen_US
dc.subjectSkew Ornstein-Uhlenbeck processesen_US
dc.titleAn empirical study on the regulated Chinese agricultural commodity futures market based on skew Ornstein-Uhlenbeck modelen_US
dc.typeArticleen_US
dc.identifier.doi10.1016/j.ribaf.2021.101405
pubs.author-urlhttp://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000661329000011&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6aen_US
pubs.notesNot knownen_US
pubs.publication-statusAccepteden_US
pubs.volume57en_US


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