Applied Mathematics

Vol.4 No.7(2013), Paper ID 34322, 5 pages

DOI:10.4236/am.2013.47145

 

Tail Dependence Study of SSE Composite Index and SZSE Component Index Based on the Copula

 

Guohua Sun, Hongliu Su, Guoqiang Tang

 

College of Science, Guilin University of Technology, Guilin, China
College of Science, Guilin University of Technology, Guilin, China
College of Science, Guilin University of Technology, Guilin, China

 

Copyright © 2013 Guohua Sun, Hongliu Su, Guoqiang Tang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Sun, G. , Su, H. and Tang, G. (2013) Tail Dependence Study of SSE Composite Index and SZSE Component Index Based on the Copula. Applied Mathematics, 4, 1065-1069. doi: 10.4236/am.2013.47145.

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