Correlation Analysis of Chinese and American Stock Markets Based on Vine-Copula Model-Reference-Cited by-同舟云学术

Correlation Analysis of Chinese and American Stock Markets Based on Vine-Copula Model

Published:2019-12-06 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the 2nd International Conference on Information Technologies and Electrical Engineering
language:
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Author:

Ren Zhiyuan¹,Tu Ruinan¹,Yang Huiying¹

Affiliation:

1. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, China

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3386415.3386970

Reference39 articles.

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5. Modelling and forecasting the stock market volatility of SSE Composite Index using GARCH models