Dependence Between BRICS Stock Markets Based on Factor Hidden Markov Copula Model

YE Wuyi, ZHANG Shan, JIAO Shoukun

Journal of System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (10) : 2920-2936.

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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 System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (10) : 2920-2936. DOI: 10.12341/jssms23369

Dependence Between BRICS Stock Markets Based on Factor Hidden Markov Copula Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2024, 44(10): 2920-2936 https://doi.org/10.12341/jssms23369

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