Description: 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
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| copula | 0 | 2020-04-18
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| copula\copula.m | 8347 | 2020-04-18
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| __MACOSX | 0 | 2020-04-18
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| __MACOSX\copula | 0 | 2020-04-18
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| __MACOSX\copula\._copula.m | 176 | 2020-04-18 |
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