Research on the Dynamic Relationship Between Business Cycle and Financial Cycle: An Empirical Study Based on DCC-GARCH Model

XU Sa, ZHONG Junhao, LIU Yue

Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (8) : 1287-1302.

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Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (8) : 1287-1302. DOI: 10.12341/jssms13694

Research on the Dynamic Relationship Between Business Cycle and Financial Cycle: An Empirical Study Based on DCC-GARCH Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2019, 39(8): 1287-1302 https://doi.org/10.12341/jssms13694

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