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	A study of correlation between investor sentiment and stock market based on Copula model
	Yao, Can Zhong[1]; Sun, Bo Yi[2]; Lin, Ji Nan[3]
刊名	KYBERNETES
	2017
卷号	46页码:550-571
关键词	Power law Copula model Sentiment index Tail dependence
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2183730
专题	华南理工大学
作者单位	1.[1]South China Univ Technol, Sch Econ & Commerce, Guangzhou, Guangdong, Peoples R China 2.[2]South China Univ Technol, Sch Comp Sci & Engn, Guangzhou, Guangdong, Peoples R China 3.[3]Chinese Univ Hong Kong, Dept Econ, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Yao, Can Zhong[1],Sun, Bo Yi[2],Lin, Ji Nan[3]. A study of correlation between investor sentiment and stock market based on Copula model[J]. KYBERNETES,2017,46:550-571.
APA	Yao, Can Zhong[1],Sun, Bo Yi[2],&Lin, Ji Nan[3].(2017).A study of correlation between investor sentiment and stock market based on Copula model.KYBERNETES,46,550-571.
MLA	Yao, Can Zhong[1],et al."A study of correlation between investor sentiment and stock market based on Copula model".KYBERNETES 46(2017):550-571.

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