Analysis of the Correlation between Macro-economy and Stock Market Volatility Employed by Time-varying Copula and ICA
| Autor: | Y.W. Yang, C.Z. Sun |
|---|---|
| Rok vydání: | 2015 |
| Předmět: | |
| Zdroj: | Proceedings of the 2015 International Conference on Industrial Technology and Management Science. |
| DOI: | 10.2991/itms-15.2015.327 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|