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Risk correlation identification of futures market based on wavelet transform and quantile Granger causality test
Futures market is an important part of the financial market, with a high degree of liquidity and leverage effect. However, the futures market is also faced with various risk factors, such as price fluctuations, market shocks, supply and demand changes. In order to better determine the risk correlati...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10655996/ https://www.ncbi.nlm.nih.gov/pubmed/37976245 http://dx.doi.org/10.1371/journal.pone.0294150 |