Empirical analysis of dynamic correlation of RMB exchange rate and agricultural futures based on DCC-MVGARCH model——The case of soybean futures and corn futures

DUAN Juan-juan; WANG Zhi-bin

doi:10.3969/j.issn.2095-1191.2014.11.2087

DUAN Juan-juan, WANG Zhi-bin. 2014: Empirical analysis of dynamic correlation of RMB exchange rate and agricultural futures based on DCC-MVGARCH model——The case of soybean futures and corn futures. Journal of Southern Agriculture, 45(11): 2087-2092. DOI: 10.3969/j.issn.2095-1191.2014.11.2087

Citation:

DUAN Juan-juan, WANG Zhi-bin. 2014: Empirical analysis of dynamic correlation of RMB exchange rate and agricultural futures based on DCC-MVGARCH model——The case of soybean futures and corn futures. Journal of Southern Agriculture, 45(11): 2087-2092. DOI: 10.3969/j.issn.2095-1191.2014.11.2087

Citation:

DUAN Juan-juan, WANG Zhi-bin. 2014: Empirical analysis of dynamic correlation of RMB exchange rate and agricultural futures based on DCC-MVGARCH model——The case of soybean futures and corn futures. Journal of Southern Agriculture, 45(11): 2087-2092. DOI: 10.3969/j.issn.2095-1191.2014.11.2087

Empirical analysis of dynamic correlation of RMB exchange rate and agricultural futures based on DCC-MVGARCH model——The case of soybean futures and corn futures

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Empirical analysis of dynamic correlation of RMB exchange rate and agricultural futures based on DCC-MVGARCH model——The case of soybean futures and corn futures

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