The Spillover Effect and International Influence of China's Stock Market: Based on the Copula-DCC-GARCH Model
LI Hongquan, HE Minyuan
Journal of System Science and Mathematical Science Chinese Series ›› 2017, Vol. 37 ›› Issue (8) : 1790-1806.
The Spillover Effect and International Influence of China's Stock Market: Based on the Copula-DCC-GARCH Model
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