The Spillover Effect and International Influence of China's Stock Market: Based on the Copula-DCC-GARCH Model

LI Hongquan, HE Minyuan

Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (8) : 1790-1806.

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Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (8) : 1790-1806. DOI: 10.12341/jssms13227

The Spillover Effect and International Influence of China's Stock Market: Based on the Copula-DCC-GARCH Model

  • LI Hongquan 1,2, HE Minyuan 1,2,3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2017, 37(8): 1790-1806 https://doi.org/10.12341/jssms13227

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