Price linkage between Chinese and international nonferrous metals commodity markets based on VAR-DCC-GARCH models

Yi-dingYUE,Du-chiLIU,ShanXU

Transactions of Nonferrous Metals Society of China ›› 2015, Vol. 25 ›› Issue (3) : 1020-1026.

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The Nonferrous Metals Society of China
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Transactions of Nonferrous Metals Society of China ›› 2015, Vol. 25 ›› Issue (3) : 1020-1026.
Mine Engineering, Metallurgical Engineering, Chemistry and Chemical Engineering

Price linkage between Chinese and international nonferrous metals commodity markets based on VAR-DCC-GARCH models

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2015, 25(3): 1020-1026

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