Dependence structure between the stock price and the trading volume based on the VAR-Copula model

YI Wen-de

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (8) : 1470-1480.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (8) : 1470-1480. DOI: 10.12011/1000-6788(2011)8-1470

Dependence structure between the stock price and the trading volume based on the VAR-Copula model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(8): 1470-1480 https://doi.org/10.12011/1000-6788(2011)8-1470

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