Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect
Ruan, Qingsong, Zhang, Shuhua, Lv, Dayong, Lu, XinshengVolume:
491
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.09.031
Date:
February, 2018
File:
PDF, 826 KB
english, 2018