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沪深股市相关性的统计分析

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摘要 证券市场与经济发展的联系越来越紧密,选择了上证综合指数、深圳综合指数、上证180指数、深圳成分指数及A股指数,利用相关性、协整性统计分析方法研究上海、深圳股市联动性效应。
作者 郭少英
出处 《邯郸职业技术学院学报》 2006年第2期42-44,共3页 Journal of Handan Polytechnic College
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