The Correlation Analysis Between Shanghai Composite Index and Shenzhen Component Index Under the Financial Crisis
Si Wu · 2010
The correlation analyzing between Shanghai Composite Index and the Shenzhen Component Index based on composition characteristic of the stock market of china,applying Gumbel Copula function and Clayton Copula function.The empirical result shows that the are some consistency and relevance in overall Chinese stock market,the felling consistency is greater than the rising consistency when facing the financial crisis.