Correlation Analysis of China's Shanghai and Shenzhen Stock Markets Based on Copulas Technology
Correlation Analysis of China's Shanghai and Shenzhen Stock Markets Based on Copulas Technology
Author：Tian Ping,Zhang Yishan Journal：Quantitative economics in twenty-first Century Date：2009(3)
Keywords coupals function, Shanghai and Shenzhen stock market
Abstract
On the basis of a brief introduction to the nature of copulas function, this paper estimates the relationship between Shanghai and Shenzhen stock market index, so as to obtain the corresponding copulas function, and simply analyzes these results.
Attachment
