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Extreme co-movements and extreme impacts in high frequency data in finance
1 个回复 - 453 次查看【作者(必填)】 3 【文题(必填)】 Extreme co-movements and extreme impacts in high frequency data in finance【年份(必填)】 3 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/arti ...2018-8-22 20:22 - internet.hzx - 求助成功区

Extreme co-movements and dependencies among major international exchange rates:
2 个回复 - 434 次查看【作者(必填)】 Claudiu TiberiuAlbulescua[/backcolor]ChristianAubinb[/backcolor]DanielGoyeaub[/backcolor]Aviral KumarTiwaricd[/backcolor] 【文题(必填)】 Extreme co-movements and dependencies among m ...2018-8-20 09:38 - internet.hzx - 求助成功区

Extreme co-movements and dependencies among major international exchange rates:
1 个回复 - 488 次查看【作者(必填)】 Claudiu TiberiuAlbulescu[/backcolor] 【文题(必填)】 Extreme co-movements and dependencies among major international exchange rates: A copula approach【年份(必填)】 2018 【全文链接或 ...2018-8-20 08:58 - internet.hzx - 求助成功区

Dependence structure and extreme comovements in international equity and bond ma
1 个回复 - 562 次查看【作者(必填)】 12 【文题(必填)】 Dependence structure and extreme comovements in international equity and bond markets【年份(必填)】 23 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd= ...2017-10-18 23:59 - internet.hzx - 求助成功区

Tail dependence measure for examining financial extreme co-movements
1 个回复 - 666 次查看【作者(必填)】 Alexandru V. Asimita, , Russell Gerrarda, , Yanxi Houb, , Liang Peng 【文题(必填)】 Tail dependence measure for examining financial extreme co-movements【年份(必填)】 2016 【全文链 ...2016-12-23 15:06 - internet.hzx - 求助成功区

Dynamic Hedging and Extreme Asset Co-movements
1 个回复 - 1442 次查看好多的统计学名词，都不太懂~ 学习~2016-8-9 14:43 - evelyne - 金融工程（数量金融）与金融衍生品