Zhou, Lili; Chokethaworn, Kanchana; Chaiboonsri, Chukiat; … - In: The Empirical Econometrics and Quantitative Economics … 1 (2012) 3, pp. 77-92
This paper mainly has two purposes. On the one hand, it aims to find the appropriate models for forecasting the Real Estate Sector Stock and Shenzhen Index in People’s Republic of China, respectively. On the other hand, this paper will analyze the dependence measures between these two kinds of...