DEPENDENCE BETWEEN STOCK RETURNS AND INVESTOR SENTIMENT IN CHINESE MARKETS: A COPULA APPROACH

Xunfa LU,Kin Keung LAI ,Liang LIANG

Journal of Systems Science & Complexity ›› 2012, Vol. 25 ›› Issue (3) : 529-548.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2012, Vol. 25 ›› Issue (3) : 529-548. DOI: 10.1007/s11424-012-9332-0
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DEPENDENCE BETWEEN STOCK RETURNS AND INVESTOR SENTIMENT IN CHINESE MARKETS: A COPULA APPROACH

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2012, 25(3): 529-548 https://doi.org/10.1007/s11424-012-9332-0

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