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- W2368329037 abstract "With Wavelet analysis method,this paper analyzes the fluctuation of soybean futures price in DCE and CBOT markets.With Wavelet analysis method,VAR and multi-GARCH-BEKK model,it explores the dynamic relationship between futures price at home and abroad of different scales in two views of price spillover and volatility spillover.It shows that the price spillover and volatility spillover exist between the two markets under detail layers and mainly from CBOT to DCE." @default.
- W2368329037 created "2016-06-24" @default.
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- W2368329037 date "2013-01-01" @default.
- W2368329037 modified "2023-09-24" @default.
- W2368329037 title "Study on the Fluctuation Relevance of Soybean Futures Price between DCE and CBOT Based on Wavelet Transform" @default.
- W2368329037 hasPublicationYear "2013" @default.
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