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沪深股市日收益率的二元copula模型

于 2020-04-18 发布

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说明：沪深股市日收益率的二元copula模型，copula函数的选取参数估计深证和上证的尾部相关性(The binary copula model of daily return in Shanghai and Shenzhen stock market, and the selection of Copula function to estimate the tail correlation between Shenzhen stock market and Shanghai Stock Market)

文件列表：

copula, 0 , 2020-04-18
copula\copula.m, 8347 , 2020-04-18
__MACOSX, 0 , 2020-04-18
__MACOSX\copula, 0 , 2020-04-18
__MACOSX\copula\._copula.m, 176 , 2020-04-18

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沪深股市日收益率的二元copula模型

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