The dependence structure analysis among gold price, stock price index of gold mining companies and Shanghai composite index
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More about this item
Keywords
Gold price; Shandong gold stock index; Shanghai composite index; Copula-GARCH; Skewed distribution;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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