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dc.contributor.authorChen, Jianbaozh_CN
dc.contributor.authorYang, Tingzh_CN
dc.contributor.authorZhou, Huobiaozh_CN
dc.contributor.author陈建宝zh_CN
dc.date.accessioned2015-07-22T02:06:27Z
dc.date.available2015-07-22T02:06:27Z
dc.date.issued2012zh_CN
dc.identifier.citationAdvances in Intelligent and Soft Computing, 2012:405-408zh_CN
dc.identifier.issn1867-5662zh_CN
dc.identifier.other20123115296643zh_CN
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/85633
dc.descriptionConference Name:Computer Science and Information Engineering, CSIE 2012. Conference Address: Zhengzhou, China. Time:May 19, 2012 - May 20, 2012.zh_CN
dc.descriptionInternational Science and Education Researcher Association; VIP Information Conference Center; Beijing Gireda Research Centerzh_CN
dc.description.abstractThis 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. 漏 2012 Springer-Verlag GmbH.zh_CN
dc.language.isoen_USzh_CN
dc.publisherSpringer Verlagzh_CN
dc.source.urihttp://dx.doi.org/10.1007/978-3-642-30126-1_64zh_CN
dc.subjectCommercezh_CN
dc.subjectComputer sciencezh_CN
dc.subjectOptical correlationzh_CN
dc.titleCorrelation analysis among international soybean futures markets based on D-vine pair-Copula methodzh_CN
dc.typeConferencezh_CN


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