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]
@article{WangWGZL21,
title = {Price Risk Measurement of China's Soybean Futures Market Based on the VAR-GJR-GARCH Model},
author = {Chuan-hui Wang and Li-Ping Wang and Wei-feng Gong and Hai-Xia Zhang and Xia Liu},
year = {2021},
doi = {10.1155/2021/8912024},
url = {https://doi.org/10.1155/2021/8912024},
researchr = {https://researchr.org/publication/WangWGZL21},
cites = {0},
citedby = {0},
journal = {Complexity},
volume = {2021},
}