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机译:水平持续时间相关的趋势转换金融时间序列模型
School of Mathematics and Statistics, Yunnan University, Kunming 650091, China,School of Finance, Jiangxi University of Finance and Economics, Nanchang 330013, China;
School of Finance, Jiangxi University of Finance and Economics, Nanchang 330013, China;
School of Finance, Jiangxi University of Finance and Economics, Nanchang 330013, China;
The Postdoctoral Research Station, Credit Reference Center, The People's Bank of China, Beijing 100031, China;
Academy of Mathematics and Systems Science, CAS, Beijing 100190, China;
机译:基于小波的金融时间序列分析和建模方法具有很强的长期依赖性:以东南欧为例
机译:多元金融时间序列中尾部依赖的稀疏移动最大值模型
机译:金融时间序列模型的尾部依赖和互相关非线性行为
机译:基于时间依赖性谱系的金融时间序列聚类
机译:多元金融时间序列中极端依赖的稀疏移动最大值模型。
机译:建模财务间隔时间序列
机译:具有级别持续时间依赖的趋势切换的财务时间序列模型