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浏览/检索结果: 共6条，第1-6条 帮助 限定条件 发表日期：2017     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails 期刊论文 COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 卷号: 46, 页码: 2013-2028 作者:  Song, Lixin;  Hua, Zhiqiang;  Lu, Dawei;  Qi, Xiaomeng 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/02 Dominatedly varying tail  Non-identical distributions  Precise large deviations  Widely upper orthant dependence  60F10  60F05  60G50   Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model 会议论文 PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, 2017-01-01 作者:  Guo Ming;  Qin Xuezhi 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/02 Multivariate extreme value theory  tail dependence  risk spillover effect   On a generalization of Archimedean copula family 其他 2017-01-01 Xie, Jiehua; Lin, Feng; Yang, Jingping 收藏  |  浏览/下载：2/0  |  提交时间：2017/12/03 Generalization of Archimedean copula  Probabilistic structure  Multivariate tail dependence  MULTIVARIATE COPULAS  ESTIMATING SURVIVAL  TAIL DEPENDENCE  DISTRIBUTIONS  MODEL   A study of correlation between investor sentiment and stock market based on Copula model 期刊论文 KYBERNETES, 2017, 卷号: 46, 页码: 550-571 作者:  Yao, Can Zhong[1];  Sun, Bo Yi[2];  Lin, Ji Nan[3] 收藏  |  浏览/下载：3/0  |  提交时间：2019/04/24 Power law  Copula model  Sentiment index  Tail dependence   Can asymmetric conditional volatility imply asymmetric tail dependence? 期刊论文 ECONOMIC MODELLING, 2017, 卷号: 64, 页码: 409-418 作者:  Kim, Jong-Min[1];  Jung, Hojin[2] 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/23 Copula  Granger's causality  Tail dependence  Asymmetric GARCH regression  Asymmetric conditional volatility   A new time-varying optimal copula model identifying the dependence across markets 期刊论文 QUANTITATIVE FINANCE, 2017, 卷号: 17, 页码: 437-453 作者:  Liu, Bing-Yue;  Ji, Qiang;  Fan, Ying 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/30 Tail dependence  Co-movement across markets  Half-rotated copulas  Time-varying optimal copula approach