Research Article
Nonlinear Behaviors of Tail Dependence and Cross-Correlation of Financial Time Series Model
Table 1
Measures for concordance and tail dependence of returns.
| Data | | | | |
| SSE and SZSE | 0.7871 | 0.9395 | 0.7384 | 0.7384 | Pair of S.data1 | 0.7546 | 0.9200 | 0.6937 | 0.6937 | Pair of S.data2 | 0.6153 | 0.8099 | 0.5941 | 0.5941 |
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