DocumentCode
1629397
Title
Notice of Retraction
The optimal choice of copula function for the Shanghai stock exchange
Author
Zhibin, Sun ; Rongxing, Zhang
Author_Institution
College of Science, North China University of Technology, Beijing, 100144, China
fYear
2011
Firstpage
1
Lastpage
3
Abstract
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
This paper focus on how to measure and choose the optimal method of copula function for the Shanghai stock index when the marginal distribution of Shanghai stock index returns is t distribution At last, this paper provides an empirical analysis of stock composite.
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
This paper focus on how to measure and choose the optimal method of copula function for the Shanghai stock index when the marginal distribution of Shanghai stock index returns is t distribution At last, this paper provides an empirical analysis of stock composite.
Keywords
Correlation; Graphics; Indexes; Maximum likelihood estimation; Parameter estimation; Stock markets; Copula function; Maximum likelihood method; Non-parametric method;
fLanguage
English
Publisher
ieee
Conference_Titel
E -Business and E -Government (ICEE), 2011 International Conference on
Conference_Location
Shanghai, China
Print_ISBN
978-1-4244-8691-5
Type
conf
DOI
10.1109/ICEBEG.2011.5881421
Filename
5881421
Link To Document