结果：找到“time varying copula”相关内容16个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
3 个回复 - 1158 次查看 【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-3-17 22:51 - internet.hzx - 求助成功区
3 个回复 - 1158 次查看 【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-3-17 22:51 - internet.hzx - 求助成功区
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
1 个回复 - 503 次查看 【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-2-24 13:10 - internet.hzx - 求助成功区
1 个回复 - 503 次查看 【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-2-24 13:10 - internet.hzx - 求助成功区
Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
2 个回复 - 1263 次查看 【作者(必填)】 Patton 【文题(必填)】 Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://www.tandfonline.com/d ...2018-7-30 21:39 - internet.hzx - 求助成功区
2 个回复 - 1263 次查看 【作者(必填)】 Patton 【文题(必填)】 Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://www.tandfonline.com/d ...2018-7-30 21:39 - internet.hzx - 求助成功区
A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 642 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
1 个回复 - 642 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
Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
10 个回复 - 979 次查看 【作者(必填)】Oh and Patton 【文题(必填)】Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads 【年份(必填)】2016 【全文链接或数据库名称(选填)】JBES正式版2017-11-6 20:35 - byliu - 求助成功区
10 个回复 - 979 次查看 【作者(必填)】Oh and Patton 【文题(必填)】Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads 【年份(必填)】2016 【全文链接或数据库名称(选填)】JBES正式版2017-11-6 20:35 - byliu - 求助成功区
A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 445 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
1 个回复 - 445 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
Time-varying systemic risk: Evidence from a dynamic copula model of cds spreads
1 个回复 - 460 次查看 【作者(必填)】 Patton 【文题(必填)】 Time-varying systemic risk: Evidence from a dynamic copula model of cds spreads【年份(必填)】 2017 【全文链接或数据库名称(选填)】http://www.tandfonline.com/do ...2017-8-25 09:06 - internet.hzx - 求助成功区
1 个回复 - 460 次查看 【作者(必填)】 Patton 【文题(必填)】 Time-varying systemic risk: Evidence from a dynamic copula model of cds spreads【年份(必填)】 2017 【全文链接或数据库名称(选填)】http://www.tandfonline.com/do ...2017-8-25 09:06 - internet.hzx - 求助成功区
A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 1508 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）
1 个回复 - 1508 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）
Gold prices and exchange rates: a time-varying copula analysis
1 个回复 - 503 次查看 【作者(必填)】Lu Yang[/backcolor] & Shigeyuki Hamori[/backcolor] 【文题(必填)】 Gold prices and exchange rates: a time-varying copula analysis【年份(必填)】 2013 【全文链接或数据库名称(选填)】ht ...2017-5-1 11:30 - internet.hzx - 求助成功区
1 个回复 - 503 次查看 【作者(必填)】Lu Yang[/backcolor] & Shigeyuki Hamori[/backcolor] 【文题(必填)】 Gold prices and exchange rates: a time-varying copula analysis【年份(必填)】 2013 【全文链接或数据库名称(选填)】ht ...2017-5-1 11:30 - internet.hzx - 求助成功区
Inhomogeneous Dependence Modeling with Time-Varying Copulae
2 个回复 - 920 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
2 个回复 - 920 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
A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 842 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
1 个回复 - 842 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 survey on time-varying copulas: Specification, simulations, and application
2 个回复 - 984 次查看 【作者(必填)】 H Manner, O Reznikova 【文题(必填)】 A survey on time-varying copulas: Specification, simulations, and application【年份(必填)】 2012 【全文链接或数据库名称(选填)】 A survey on ti ...2014-12-2 19:48 - 马甲甲 - 求助成功区
2 个回复 - 984 次查看 【作者(必填)】 H Manner, O Reznikova 【文题(必填)】 A survey on time-varying copulas: Specification, simulations, and application【年份(必填)】 2012 【全文链接或数据库名称(选填)】 A survey on ti ...2014-12-2 19:48 - 马甲甲 - 求助成功区
A Survey on Time-Varying Copulas: Specification, Simulations, and Application
1 个回复 - 824 次查看 【作者(必填)】Hans Mannera* & Olga Reznikovab 【文题(必填)】A Survey on Time-Varying Copulas: Specification, Simulations, and Application 【年份(必填)】 [*]Accepted author version posted onl ...2014-6-13 16:04 - nkky2011 - 求助成功区
1 个回复 - 824 次查看 【作者(必填)】Hans Mannera* & Olga Reznikovab 【文题(必填)】A Survey on Time-Varying Copulas: Specification, Simulations, and Application 【年份(必填)】 [*]Accepted author version posted onl ...2014-6-13 16:04 - nkky2011 - 求助成功区
Copula–GARCH Time-Varying Tail Dependence
1 个回复 - 1021 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
1 个回复 - 1021 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
Time-varying joint distribution through copulas
1 个回复 - 1543 次查看 Time-varying joint distribution through copulas2011-3-16 11:15 - cop207 - 金融学（理论版）
1 个回复 - 1543 次查看 Time-varying joint distribution through copulas2011-3-16 11:15 - cop207 - 金融学（理论版）
