Correlation analysis of the Shanghai-Shenzhen stock index based on Gaussian copulas and t-copulas
From MaRDI portal
Publication:3611087
Recommendations
- The research on sequence of daily return correlation between Shanghai-Shenzhen stock indexes based on copula function
- Correlation analysis of financial index based on three-dimensional copula function
- Copula correlation analysis and risk measurement based on time-varying
- A copula-based correlation measure and its application in Chinese stock market
- Choice of multivariate copulas with parametric structure
Cited in
(16)- Gaussian copula of stable random vectors and application
- Copula correlation analysis and risk measurement based on time-varying
- scientific article; zbMATH DE number 5524169 (Why is no real title available?)
- A copula entropy approach to correlation measurement at the country level
- The research on sequence of daily return correlation between Shanghai-Shenzhen stock indexes based on copula function
- Choice of multivariate copulas with parametric structure
- Dependency analysis of stock risks based on the copula method
- scientific article; zbMATH DE number 5584713 (Why is no real title available?)
- An empirical study on the threshold cointegration of Chinese A and H cross-listed shares
- A copula-based correlation measure and its application in Chinese stock market
- Dependence structure between TOURISM and TRANS sector indices of the stock exchange of Thailand
- On multivariate Gaussian copulas
- Correlation analysis of financial index based on three-dimensional copula function
- Dependence analysis of CPI and PPI based on Copula function
- Gaussian copula under multiscale volatility
- scientific article; zbMATH DE number 5371181 (Why is no real title available?)
This page was built for publication: Correlation analysis of the Shanghai-Shenzhen stock index based on Gaussian copulas and \(t\)-copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3611087)