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

YE Wuyi, ZHANG Shan, JIAO Shoukun

Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (10) : 2920-2936.

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Journal of Systems Science and Mathematical Sciences ›› 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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