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《Journal of Taiyuan Normal University(Natural Science Edition)》 2018-01
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Co-Movement Between Shanghai and Shenzhen Stoke Market Based on Wavelet Coherence

ZHANG Rui;YIN Lishou;School of Science,Taiyuan Institute of Technology;  
This paper examines the relationship between Shanghai and Shenzhen stoke market in time and frequency domain based on wavelet coherence.The results show that coherence is significant and two stoke markets move in phase.But there are some differences,the coherence between the two stock markets is not significant in the medium scale from April 2003 to March 2004 and in the long-scale from July 2006 to July 2009.
【Fund】: 太原工业学院青年科学基金(2017LQ07)
【CateGory Index】: F832.51
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