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

YAO Yaozhi， LIU Zhifeng

Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (8) : 1780-1789.

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Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (8) : 1780-1789. DOI: 10.12341/jssms13226

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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2017, 37(8): 1780-1789 https://doi.org/10.12341/jssms13226

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