基于DCC-MIDAS模型的沪深港股市动态相关性研究

姚尧之，刘志峰

Dynamic Correlations Among Shanghai, Shenzhen and Hong Kong Stock Markets: Based on DCC-MIDAS Model

YAO Yaozhi， LIU Zhifeng

系统科学与数学 . 2017, (8): 1780 -1789 . DOI: 10.12341/jssms13226