Correlation Analysis of Stock Market and Fund Market Based on M-Copula-EGARCH-M-GED Model

Ruihua WANG, Hongjun WANG

Journal of Systems Science and Information ›› 2020, Vol. 8 ›› Issue (3) : 240-252.

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中国科学院数学与系统科学研究院期刊网
JSSI
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Journal of Systems Science and Information ›› 2020, Vol. 8 ›› Issue (3) : 240-252. DOI: 10.21078/JSSI-2020-240-13
 

Correlation Analysis of Stock Market and Fund Market Based on M-Copula-EGARCH-M-GED Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Information, 2020, 8(3): 240-252 https://doi.org/10.21078/JSSI-2020-240-13

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