The Different Safe Haven Property of Gold and Bitcoin on the Chinese Stock Market: Based on the DCC-GARCH t-Copula Model
GAO Daliang, TONG Xi
Journal of System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (2) : 326-341.
The Different Safe Haven Property of Gold and Bitcoin on the Chinese Stock Market: Based on the DCC-GARCH t-Copula Model
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