机译:为国际股票市场共同运动建模的新方法:无条件基于copula的尾部依赖模拟的证据
Institute for Statistics and Mathematical Economics, University of Karlsruhe, Karlsruhe Institute of Technology, Postfach 6980, 76128 Karlsruhe, Germany;
Institute for Statistics and Mathematical Economics, University of Karlsruhe, Karlsruhe Institute of Technology, Postfach 6980, 76128 Karlsruhe, Germany;
Yale School of Management, New Haven, CT, USA;
Department of Accounting and Finance, Monash University, Melbourne, Australia;
Copula; Fractional Gaussian noise; High; frequency data; Self; similarity; Tail dependence;
机译:国际股市的时变不对称尾巴依赖
机译:在新兴东盟股票市场的尾巴依赖:来自定量方法的经验证据
机译:原油现货与期货市场之间的时变和非对称依赖关系:基于基于混合copula的ARJI-GARCH模型的证据
机译:基于Copula的上海和深圳股市指标尾依赖性分析
机译:基于Copula的时空和横断面依赖计量经济模型
机译:来自美国英国和德国股票市场的医疗保健行业共同收益回报:来自连续小波分析的证据
机译:国际股票市场的共同运动:一种大规模的因子模型方法