time dependence-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

结果：找到“time dependence”相关内容46个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

On stochastic dependence in residual lifetime and inactivity time with some appl
3 个回复 - 1390 次查看【作者(必填)】ChenLi[/backcolor] XaohuLi[/backcolor] 【文题(必填)】On stochastic dependence in residual lifetime and inactivity time with some applications 【年份(必填)】2021 【全文链接或数据 ...2021-9-2 22:51 - @zhuanyong - 文献求助专区

Testing independence for multivariate time series via the auto-distance correlat
1 个回复 - 537 次查看【作者(必填)】 23 【文题(必填)】Testing independence for multivariate time series via the auto-distance correlation matrix 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup. ...2022-4-7 08:48 - internet.hzx - 求助成功区

Dependence estimation over a finite bivariate failure time region
1 个回复 - 465 次查看【作者(必填)】 23 【文题(必填)】 Dependence estimation overa finite bivariate failure time region 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://linksp ...2022-3-16 21:44 - internet.hzx - 求助成功区

Dependence modeling for recurrent event times subject to right-censoring with D-
1 个回复 - 565 次查看【作者(必填)】 23 【文题(必填)】 Dependence modeling for recurrent event times subject to right-censoring with D-vine copulas【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary. ...2022-3-15 12:44 - internet.hzx - 求助成功区

Time-varying dependence dynamics between international commodity prices and Aust
1 个回复 - 618 次查看【作者(必填)】Aviral KumarTiwari, Emmanuel Joel AikinsAbakah, Nana KwasiKarikari, ShawkatHammoudeh 【文题(必填)】Time-varying dependence dynamics between international commodity prices and Australian ...2022-3-10 08:25 - Terry950901 - 求助成功区

The Effect of Dependence on European Market Risk. A Nonparametric Time Varying A
1 个回复 - 790 次查看【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonlin ...2022-3-2 11:35 - internet.hzx - 求助成功区

The Effect of Dependence on European Market Risk. A Nonparametric Time Varying A
6 个回复 - 829 次查看【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://amstat.tandfonl ...2021-6-2 21:40 - internet.hzx - 求助成功区

Measuring nonlinear dependence in time-series, a distance correlation approach
1 个回复 - 458 次查看【作者(必填)】 2323 【文题(必填)】 Measuring nonlinear dependence in time-series, a distance correlation approach【年份(必填)】 233 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/d ...2021-7-4 13:51 - internet.hzx - 求助成功区

Detecting Structural Differences in Tail Dependence of Financial Time Series
2 个回复 - 380 次查看【作者(必填)】 23 【文题(必填)】 Detecting Structural Differences in Tail Dependence of Financial Time Series 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi ...2020-10-24 17:29 - internet.hzx - 求助成功区

Detecting Structural Differences in Tail Dependence of Financial Time Series
1 个回复 - 398 次查看【作者(必填)】 3 【文题(必填)】 Detecting Structural Differences in Tail Dependence of Financial Time Series 【年份(必填)】 2020 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/ ...2021-1-7 02:25 - internet.hzx - 求助成功区

Estimating and Testing Nonlinear Local Dependence Between Two Time Series
2 个回复 - 431 次查看【作者(必填)】 Virgla 【文题(必填)】 Estimating and Testing Nonlinear Local Dependence Between Two Time Series 【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/do ...2019-12-9 15:00 - internet.hzx - 求助成功区

Estimating and Testing Nonlinear Local Dependence Between Two Time Series
5 个回复 - 583 次查看【作者(必填)】 Virginia Lacal[/backcolor] &Dag Tjøstheim[/backcolor] 【文题(必填)】 Estimating and Testing Nonlinear Local Dependence Between Two Time Series 【年份(必填)】 23 【全文链接或数 ...2020-9-14 11:27 - internet.hzx - 求助成功区

Estimating and Testing Nonlinear Local Dependence Between Two Time Series
2 个回复 - 598 次查看【作者(必填)】 2 【文题(必填)】 Estimating and Testing Nonlinear Local Dependence Between Two Time Series 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/ ...2020-9-14 12:01 - internet.hzx - 求助成功区

Detecting Structural Differences in Tail Dependence of Financial Time Series
1 个回复 - 262 次查看【作者(必填)】 23 【文题(必填)】 Detecting Structural Differences in Tail Dependence of Financial Time Series 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/f ...2020-9-14 11:28 - internet.hzx - 求助成功区

Assessing dependence between financial market indexes using conditional time-var
1 个回复 - 350 次查看【作者(必填)】 23 【文题(必填)】 Assessing dependence between financial market indexes using conditional time-varying copulas[/backcolor]: applications to Value at Risk (VaR) 【年份(必填)】 2323 ...2020-2-19 01:24 - internet.hzx - 求助成功区

Using Copulas to Model Time Dependence in Stochastic Frontier Models
2 个回复 - 864 次查看【作者(必填)】Amsler, C., A. Prokhorov, and P. Schmidt 【文题(必填)】Using Copulas to Model Time Dependence in Stochastic Frontier Models 【年份(必填)】2014 【全文链接或数据库名称(选 ...2017-10-4 08:58 - hildegardvon - 求助成功区

Estimating and Testing Nonlinear Local Dependence Between Two Time Series
1 个回复 - 432 次查看【作者(必填)】 3 【文题(必填)】 Estimating and Testing Nonlinear Local Dependence Between Two Time Series 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1 ...2019-6-18 19:17 - internet.hzx - 求助成功区

Detecting Structural Differences in Tail Dependence of Financial Time Series
1 个回复 - 531 次查看【作者(必填)】 2 【文题(必填)】 Detecting Structural Differences in Tail Dependence of Financial Time Series【年份(必填)】 3 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1 ...2018-8-24 21:45 - internet.hzx - 求助成功区

A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 850 次查看【作者(必填)】 2 【文题(必填)】 A new time-varying optimal copula model identifying the dependence across markets【年份(必填)】 2 【全文链接或数据库名2称(选填)】https://www.tandfonline.com/doi/ab ...2018-8-21 18:43 - internet.hzx - 求助成功区

A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 658 次查看【作者(必填)】 d 【文题(必填)】 A new time-varying optimal copula model identifying the dependence across markets【年份(必填)】 2016 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ ...2018-4-4 03:06 - internet.hzx - 求助成功区

Testing the Assumption of Independence of Truncation Time and Failure Time
2 个回复 - 734 次查看【作者(必填)】 Wei-Yann Tsai 【文题(必填)】 Testing the Assumption of Independence of Truncation Time and Failure Time 【年份(必填)】 1990 【全文链接或数据库名称(选填)】http://www.jstor.org/stab ...2015-7-8 09:52 - internet.hzx - 求助成功区

About the Influence of Time on Spatial Dependence: A Meta-Analysis Using Real Es
1 个回复 - 546 次查看【作者(必填)】Devaux, Nicolas; Dubé, Jean 【文题(必填)】About the Influence of Time on Spatial Dependence: A Meta-Analysis Using Real Estate Hedonic Pricing Models 【年份(必填)】2016 【全文链接 ...2017-11-15 00:04 - nash - 求助成功区

Assessing dependence between financial market indexes using conditional time-var
1 个回复 - 566 次查看【作者(必填)】 Osvaldo C. Silva Filho, Flavio A. Ziegelmann & Michael J. Dueker 【文题(必填)】 Assessing dependence between financial market indexes using conditional time-varying copulas: applicat ...2017-10-3 10:47 - internet.hzx - 求助成功区

Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal E
9 个回复 - 1293 次查看【作者(必填)】 sdf 【文题(必填)】 Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://academ ...2017-9-8 00:58 - internet.hzx - 求助成功区

A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 456 次查看【作者(必填)】 BY Liu, Q Ji, Y Fan 【文题(必填)】 A new time-varying optimal copula model identifying the dependence across markets【年份(必填)】 2017 【全文链接或数据库名称(选填)】http://www.tan ...2017-8-25 09:10 - internet.hzx - 求助成功区

Dependence between Non-Energy Commodity Sectors Using Time-Varying Extreme Value
1 个回复 - 415 次查看【作者(必填)】 Zayneb Attaf1,, [/backcolor]Ahmed Ghorbel1, [/backcolor]Younes Boujelbène1 【文题(必填)】 Dependence between Non-Energy Commodity Sectors Using Time-Varying Extreme Value Copula Met ...2017-8-2 09:23 - internet.hzx - 求助成功区

A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 1536 次查看《A new time-varying optimal copula model identifying the dependence across markets》此片论文发表在2017年Quantitative Finance上。作者采用一种时变最佳Copula模型（time-varying optimal copula model） ...2017-6-7 07:02 - DuShu16 - 金融学（理论版）

The time-varying and asymmetric dependence between crude oil spot and futures ma
6 个回复 - 1153 次查看【作者(必填)】 B Gebka，ME Wohar 【文题(必填)】 The time-varying and asymmetric dependencebetween crude oil spot and futures markets: Evidence from themixture copula-based ARJI-GA ...2017-4-19 18:48 - internet.hzx - 求助成功区

Modeling asymmetric and dynamic dependence of overnight and daytime returns: An
1 个回复 - 544 次查看【作者(必填)】 Bin Tonga, , , Xundi Diaob, , , Chongfeng Wuc, 【文题(必填)】 Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Se ...2017-4-1 10:16 - internet.hzx - 求助成功区

Testing the assumption of independence of truncation time and failure time
2 个回复 - 939 次查看【作者(必填)】WEI-YANN TSAI 【文题(必填)】Testing the assumption of independence of truncation time and failure time 【年份(必填)】1990 【全文链接或数据库名称(选填)】http://biomet.oxfordjournal ...2016-12-6 23:29 - w1w2jack - 求助成功区

Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
1 个回复 - 669 次查看【作者(必填)】 Eric Hillebrand[/backcolor] & Marcelo C. Medeiros[/backcolor] 【文题(必填)】 Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models【年份(必填)】 2016 【全文链接或数 ...2016-12-24 16:36 - internet.hzx - 求助成功区

Inhomogeneous Dependence Modeling with Time-Varying Copulae
2 个回复 - 930 次查看【作者(必填)】 nzo Giacomini[/backcolor], Wolfgang Härdle[/backcolor] & Vladimir Spokoiny[/backcolor] 【文题(必填)】 Inhomogeneous Dependence Modeling with Time-Varying Copulae[/backcolor]【年 ...2016-12-24 13:00 - internet.hzx - 求助成功区

求Measurement of Linear Dependence and Feedback Between Multiple Time Series.
1 个回复 - 828 次查看 Measurement of Linear Dependence and Feedback Between Multiple Time Series John Geweke Journal of the American Statistical Association Vol. 77, No. 378 (Jun., 1982), pp. 304-3132016-9-1 23:13 - daodaory - 求助成功区

Measures of conditional linear dependence and feedback between time series
1 个回复 - 692 次查看【作者(必填)】John F. Geweke 【文题(必填)】Measures of conditional linear dependence and feedback between time series 【年份(必填)】1984 【全文链接或数据库名称(选填)】http://www.tandfonline.c ...2016-3-22 09:48 - lmdconfidence - 求助成功区

Asymmetric dependence patterns in financial time series
1 个回复 - 636 次查看【作者(必填)】 Manuel Ammanna & Stephan Süssa* 【文题(必填)】 Asymmetric dependence patterns in financial time series【年份(必填)】 2009 【全文链接或数据库名称(选填)】 http://www.tandfonline.co ...2015-12-31 11:53 - internet.hzx - 文献求助专区

Correcting for Cross‐Sectional and Time‐Series Dependence
1 个回复 - 745 次查看【作者(必填)】 Ian D. Gow, Gaizka Ormazabal, and Daniel J. Taylor 【文题(必填)】 Correcting for Cross‐Sectional and Time‐Series Dependence in Accounting Research. The Accounting Review: March 20 ...2015-10-17 07:59 - pan1111111 - 求助成功区

Testing the Assumption of Independence of Truncation Time and Failure Time
1 个回复 - 914 次查看【作者(必填)】 Tsai, W.-Y. 【文题(必填)】 Testing the Assumption of Independence of TruncationTime and Failure Time 【年份(必填)】 1990 【全文链接 ...2015-8-29 20:46 - internet.hzx - 求助成功区

Estimation of Dependence between Paired Correlated Failure Times in the Presence
2 个回复 - 770 次查看【作者(必填)】 SDFSD 【文题(必填)】 Estimation of Dependence between Paired Correlated Failure Times in the Presence of Covariate Measurement Error【年份(必填)】 2003 【全文链接或数据库名称(选填) ...2014-12-17 11:05 - internet.hzx - 求助成功区

Testing Quasi-Independence of Failure and Truncation Times via Conditional Ken
1 个回复 - 1150 次查看【作者(必填)】 Emily C Martina & Rebecca A Betenskya 【文题(必填)】 Testing Quasi-Independence of Failure and Truncation Times via Conditional Kenda 【年份(必填)】 2005 【全文链接或数据库名称(选 ...2014-7-26 13:09 - internet.hzx - 文献求助专区

Testing Quasi-Independence of Failure and Truncation Times via Conditional Kenda
1 个回复 - 1123 次查看【作者(必填)】 Emily C Martina & Rebecca A Betensky 【文题(必填)】 Testing Quasi-Independence of Failure and Truncation Times via Conditional Kenda 【年份(必填)】 2005 【全文链接或数据库名称(选填 ...2014-7-26 12:52 - internet.hzx - 求助成功区

求An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
1 个回复 - 717 次查看【作者(必填)】 Badi H. Baltagia* & Esfandiar Maasoumib 【文题(必填)】 An Overview of Dependence in Cross-Section, Time-Series, and Panel Data【年份(必填)】 2013 【全文链接或数据库名称(选填)】htt ...2013-10-23 18:13 - waterup - 求助成功区

Copula–GARCH Time-Varying Tail Dependence
1 个回复 - 1026 次查看【作者(必填)】Jiaqi Chen, Jeffery W. Gunther 【文题(必填)】Copula–GARCH Time-Varying Tail Dependence 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www.emeraldinsight.com/books.htm? ...2013-6-1 14:04 - lipj - 求助成功区

Correcting for Cross‐Sectional and Time‐Series Dependence
3 个回复 - 1434 次查看【作者(必填)】Ian D. Gow, Gaizka Ormazabal, and Daniel J. Taylor 【文题(必填)】 Correcting for Cross‐Sectional and Time‐Series Dependence in Accounting Research. The Accounting Review: March 201 ...2013-4-20 10:41 - pan1111111 - 求助成功区

求助Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in
1 个回复 - 847 次查看【作者(必填)】 S Arvanitis… 【文题(必填)】 Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models 【年份(必填)】2004 【全文链接或数据库名称(选填)】 Time De ...2012-5-7 21:14 - 酱油哥哥 - 求助成功区

Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models-时间序列模...
0 个回复 - 155 次查看 2004-11-17 21:10 - 数理统计048 - Forum

Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
0 个回复 - 208 次查看 2004-11-17 16:20 - 金融基金342 - Forum

课程推荐