黄金是股票市场的“避险天堂”吗？——基于动态条件相关混频数据抽样模型

doi:10.16381/j.cnki.issn1003-207x.2020.1285

Abstract

CLC Number:

F831.5

TAN De-kai, TIAN Li-hui. Is Gold a Safe Haven of the Stock Market?——Based on Dynamic Conditional Correlation Mixed Data Sampling Model[J]. Chinese Journal of Management Science, 2022, 30(10): 14-24.

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Is Gold a Safe Haven of the Stock Market?——Based on Dynamic Conditional Correlation Mixed Data Sampling Model

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