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- W59489237 abstract "This paper uses D-vine pair-Copula, T-Copula and Gaussian- Copula to study the correlations among three soybean futures markets in Tokyo Grain Exchange (TGE), Chicago Board of Trade (CBOT) and Dalian Commodity Exchange (DCE). The obtained results show: (1) the correlation between soybean futures markets in TGE and DCE is the highest no matter which method is used; (2) the correlations obtained with pair-Copula method is lower than the other corresponding correlations obtained by T-Copulas and Gaussian Copula, which indicates D-vine pair-Copula method gives net correlation between two variables by getting rid of the impacts of other variables." @default.
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- W59489237 date "2012-01-01" @default.
- W59489237 modified "2023-09-24" @default.
- W59489237 title "Correlation Analysis among International Soybean Futures Markets Based on D-vine Pair-Copula Method" @default.
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- W59489237 doi "https://doi.org/10.1007/978-3-642-30126-1_64" @default.
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