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北京航空航天大学 [15]
武汉大学 [5]
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厦门大学 [4]
重庆大学 [4]
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期刊论文 [27]
会议论文 [11]
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Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies
期刊论文
JOURNAL OF APPLIED STATISTICS, 2021, 页码: 28
作者:
Zhang, Wei
;
Wu, Colin O.
;
Ma, Xiaoyang
;
Tian, Xin
;
Li, Qizhai
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2021/10/26
Dynamic copula model
functional parameter
lasso-regularized spline estimator
multivariate longitudinal data
statistical machine learning
time-varying covariate
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51
作者:
Ji, Qiang
;
Liu, Bing-Yue
;
Cunado, Juncal
;
Gupta, Rangan
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2021/01/16
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates
期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020
作者:
Liu, Bing-Yue
;
Ji, Qiang
;
Nguyen, Duc Khuong
;
Fan, Ying
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  |  
浏览/下载:5/0
  |  
提交时间:2021/01/16
Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects
期刊论文
SUSTAINABILITY, 2019, 卷号: 11, 期号: 5
作者:
Xu, Guoxiang
;
Gao, Wangfeng
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2019/08/22
risk contagion
stock market
nonlinear causality test
Markov state transition
dynamic Copula
financial sustainability
Nonstationary Analysis for Bivariate Distribution of Flood Variables in the Ganjiang River Using Time-Varying Copula
期刊论文
WATER, 2019, 卷号: 11, 期号: 4
作者:
Wen, Tianfu
;
Jiang, Cong
;
Xu, Xinfa
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/12/05
nonstationary
flood
main channel elevation
forest cover rate
time-varying copula
the Ganjiang River
Nonstationary analysis for bivariate distribution of flood variables in the Ganjiang River using time-varying copula (Open Access)
期刊论文
Water (Switzerland), 2019, 卷号: 11, 期号: 4
作者:
Wen, Tianfu
;
Jiang, Cong
;
Xu, Xinfa
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/05
A Time-Varying Vine Copula Model for Dependence Analysis of Failure System
会议论文
Proceedings - 2018 International Conference on Sensing, Diagnostics, Prognostics, and Control, SDPC 2018, 2018-08-15
作者:
Xu, D.
;
Yuan, J.
;
Xing, M.
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2019/12/30
Systems engineering
Dependence analysis
Failure dependence
High-dimensional
Joint distributions
Multivariate approach
Time-varying models
Time-varying parameter models
vine copula
Failure (mechanical)
Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model
会议论文
ENERGY ECONOMICS, 2019-01-01
作者:
Ji, Qiang
;
Liu, Bing- Yue
;
Fan, Ying
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2019/12/30
Dynamic dependence
CoVaR
Time-varying copula
Structural change
Oil price
Exchange rate
Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model
期刊论文
ENERGY ECONOMICS, 2019, 卷号: 77, 页码: 80-92
作者:
Ji, Qiang
;
Liu, Bing- Yue
;
Fan, Ying
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/30
Dynamic dependence
CoVaR
Time-varying copula
Structural change
Oil price
Exchange rate
Accelerated Life Test Model by Time-Varying Dependence for Rotary Lip Seals
会议论文
2019 ANNUAL RELIABILITY AND MAINTAINABILITY SYMPOSIUM (RAMS 2019) - R & M IN THE SECOND MACHINE AGE - THE CHALLENGE OF CYBER PHYSICAL SYSTEMS, 2019-01-01
作者:
Zhang, Chao
;
Pan, Lingfeng
;
Wang, Shaoping
;
Liu, Di
;
Tomovic, Mileta M.
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/12/30
accelerated life testing model
dependence analysis
rotary lip seals
time-varying copula
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