The dependence structure in volatility between Shanghai and Shenzhen stock market in China : A copula-MEM approach

Autor:	Mingyuan Guo, Xu Wang
Zdroj:	China Finance Review International, 2016, Vol. 6, Issue 3, pp. 264-283.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/CFRI-09-2015-0122 Zobrazit plný text záznamu