基于MRS-SJC-Copula模型对A股与港股的动态联动性研究

吴筱菲, 朱淑珍, 白正午

Study on the Dynamic Linkage of A-Shares and Hong Kong Stocks Based on MRS-SJC-Copula Model

WU Xiao-fei, ZHU Shu-zhen, BAI Zheng-wu

运筹与管理 . 2020, (1): 176 -184 . DOI: 10.12005/orms.2020.0022