Asymmetric Spillover Effect and Dynamic Correlation Between Crude Oil, RMB Exchange Rate and Chinese Gold Price: Based on VAR-Asymmetric BEKK (DCC)-GARCH (1, 1) Model

CHEN Yufeng, ZHU Zhitao, QU Fang

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (2) : 449-465.

PDF(819 KB)
中国科学院数学与系统科学研究院期刊网
PDF(819 KB)
Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (2) : 449-465. DOI: 10.12341/jssms14143

Asymmetric Spillover Effect and Dynamic Correlation Between Crude Oil, RMB Exchange Rate and Chinese Gold Price: Based on VAR-Asymmetric BEKK (DCC)-GARCH (1, 1) Model

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(2): 449-465 https://doi.org/10.12341/jssms14143

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(819 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉