Price Risk Measurement of China's Soybean Futures Market Based on the VAR-GJR-GARCH Model

Chuan-hui Wang, Li-Ping Wang, Wei-feng Gong, Hai-Xia Zhang, Xia Liu. Price Risk Measurement of China's Soybean Futures Market Based on the VAR-GJR-GARCH Model. Complexity, 2021, 2021. [doi]

Abstract

Abstract is missing.