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 Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (2) : 326-341.

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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 ›› 2024, Vol. 44 ›› Issue (2) : 326-341. DOI: 10.12341/jssms23043

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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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2024, 44(2): 326-341 https://doi.org/10.12341/jssms23043

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