A Copula Based GARCH Dependence Model of Shanghai and Shenzhen Stock Markets Authors: Huiling Wang∗and Xinhua Cai† Supervisor: Changli He D-level Essay in Statistics, June 2011 - Kurtosis - Document - PDFSEARCH.IO

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	A Copula Based GARCH Dependence Model of Shanghai and Shenzhen Stock Markets Authors: Huiling Wang∗and Xinhua Cai† Supervisor: Changli He D-level Essay in Statistics, June 2011 Add to Reading List Document Date: 2011-06-19 18:20:18 Open Document File Size: 335,07 KB Share Result on Facebook City Univariate / Shenzhen / Shanghai / / Company Yahoo / / Country Sweden / / / Facility Dalarna University / / MarketIndex SSE 50 / / Organization Dalarna University / / Person ARCH LM / / Position Rt / Huiling Wang∗and Xinhua Cai† Supervisor / / SocialTag Time series analysis Autoregressive conditional heteroskedasticity Econometrics Actuarial science Copula Time series Kurtosis Normal distribution Correlation and dependence Statistics

A Copula Based GARCH Dependence Model of Shanghai and Shenzhen Stock Markets Authors: Huiling Wang∗and Xinhua Cai† Supervisor: Changli He D-level Essay in Statistics, June 2011Add to Reading List