The Study of Nonlinear Correlation between Shanghai,...

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The Study of Nonlinear Correlation between Shanghai, Hongkong and American Stock Returns An Empirical Analysis Based on MS-VAR Model and MS-DCC-MVGARCH Model

Zhou, Decai, Lu, Xiaoyong, Lei, Liying, Fu, Bixuan
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2374713
File:
PDF, 859 KB
english, 2014
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