Analysis of Chinese sports industry listed company volatility based on the method of Copula-GARCH

摘要

As one of the important reasons, the sports industry investment and financing mechanism is not sound, has been restricted the sports industry in China. This article chooses the two listed companies in mainland China in the stock exchange for the study, using Copula function method, through the build multivariate GARCH model, analyzes its stock return volatility correlation, which reflects the entire industry, the development situation of financing for the sports industry in China is the further development to have the important meaning.