Research on the Co-Movement Effect Between China's Financial Markets --- A Study Based on a Mixed-Frequency Copula Model

ZHONG Li, TANG Yong, ZHU Pengfei

Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (5) : 755-772.

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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 and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (5) : 755-772. DOI: 10.12341/jssms13644

Research on the Co-Movement Effect Between China's Financial Markets --- A Study Based on a Mixed-Frequency Copula Model

  • ZHONG Li 1,2,3 ,TANG Yong 1,2,3 ,ZHU Pengfei 1,2,3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2019, 39(5): 755-772 https://doi.org/10.12341/jssms13644

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