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结果：找到“cross correlation”相关内容38个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

Time-varying cross-correlation between trading volume and returns in US stock ma
1 个回复 - 358 次查看【作者(必填)】 7777 【文题(必填)】 Time-varying cross-correlation between trading volume and returns in US stock markets【年份(必填)】 666 【全文链接或数据库名称(选填)】https://www.sciencedirect. ...2022-12-17 23:24 - internet.hzx - 求助成功区

Time-varying cross-correlation between trading volume and returns in US stock ma
1 个回复 - 350 次查看【作者(必填)】 23 【文题(必填)】 Time-varying cross-correlation between trading volume and returns in US stock markets 【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://www.sciencedirect ...2022-12-14 14:05 - internet.hzx - 求助成功区

Trading Volume and Cross‐Autocorrelations in Stock Returns
2 个回复 - 796 次查看【作者(必填)】 23 【文题(必填)】 Trading Volume and Cross‐Autocorrelations in Stock Returns【年份(必填)】 232 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1 ...2019-7-11 23:19 - internet.hzx - 求助成功区

Trading Volume and Cross-Autocorrelations in Stock Returns
3 个回复 - 734 次查看【作者(必填)】 23 【文题(必填)】 Trading Volume and Cross-Autocorrelations in Stock Returns【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.jstor.org/stable/2225272019-10-23 01:53 - internet.hzx - 求助成功区

Random matrix theory analysis of cross-correlations in the US stock market: Evid
2 个回复 - 940 次查看【作者(必填)】 gj wang 【文题(必填)】 Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation c ...2014-3-29 22:19 - qijiongli - 求助成功区

Correlations in Price Changes and Volatility across International Stock Markets
1 个回复 - 509 次查看【作者(必填)】 Y Hamao， RW Masulis， V Ng 【文题(必填)】 Correlations in Price Changes and Volatility across International Stock Markets【年份(必填)】 1990 【全文链接或数据库名称(选填)】http://x ...2018-3-17 16:53 - internet.hzx - 求助成功区

Discrete scale-invariance in cross-correlations between time series
1 个回复 - 800 次查看【作者(必填)】 Qin Xiaoa, Xue Pana, Mutua Stephena, b, Yue Yanga, Xinli Lia, Huijie Yanga, , [*] 【文题(必填)】 Discrete scale-invariance in cross-correlations between time series 【年份(必填)】 ...2015-1-6 20:42 - qijiongli - 求助成功区

sciencedirect:Multifractal detrended cross-correlation analysis of the oil-depen
1 个回复 - 1136 次查看【作者(必填)】 yang c x 【文题(必填)】 Multifractal detrended cross-correlation analysis of the oil-dependent economies: Evidence from the West Texas intermediate crude oil and the GCC stock market ...2014-7-8 23:56 - qijiongli - 求助成功区

sciencedirect:Detrending moving-average cross-correlation coefficient: Measuring
1 个回复 - 1199 次查看【作者(必填)】 [*]Ladislav Kristoufek, , 【文题(必填)】 Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series【年份(必填)】 2014 【 ...2014-7-8 23:54 - qijiongli - 求助成功区

Detrending moving-average cross-correlation coefficient: Measuring cross-correla
1 个回复 - 674 次查看【作者(必填)】 Ladislav Kristoufek, , 【文题(必填)】 Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series【年份(必填)】 2014 【全文链 ...2014-5-5 19:02 - qijiongli - 求助成功区

Cross-correlation test 和DCCA coefficient
1 个回复 - 1134 次查看有人会Cross-correlation test 和DCCA coefficient 的MATLAB程序吗？可否分享，不胜感激2019-4-19 13:58 - 591391580 - Stata专版

关于 cross-correlation test的一个编程
6 个回复 - 1873 次查看其中 N=length（x）；看那个高手帮忙写哈程序，不甚感激啊 matlab 写出来2012-7-3 14:31 - mafeng575 - Stata专版

帮忙解读一下SPSS cross correlation图，越详细越好，有酬谢
6 个回复 - 7523 次查看麻烦从 cross correlation function 的原理介绍起，帮忙解读一下下面这张互相关图形，尽可能详细，对于解读清楚的30币酬谢，谢谢各位！2014-1-15 10:43 - huang_ke - SPSS论坛

cross-correlation与普通的相关分析有何区别
2 个回复 - 4951 次查看如题，谢谢。2016-1-28 00:10 - 耕耘使者 - 计量经济学与统计软件

Cross-correlation and Seemingly Unrelated Regression
1 个回复 - 1368 次查看 Snijders and Bosker (Multilevel Analysis: An Introduction to Basic and Advanced Multilevel Modeling,2012) discuss longitudinal models in Chapter 15. Autocorrelated residuals are briefly presented in S ...2014-3-11 21:11 - Nicolle - HLM专版

cross correlation analysis
0 个回复 - 1370 次查看交叉相关分析、互相关分析、cross correlation analysis是同一个概念吗？2015-11-18 20:32 - 子新 - MATLAB等数学软件专版

求助大神，time series 的ARIMA和cross-correlation function是什么关系啊
1 个回复 - 2440 次查看求助各位大大，本人统计学小白，因为写论文拜读了一篇英文论文，它使用的是这个方法，本人也想用，但是看不懂这个方法啊。论文是要验证两组数据A、B在一段时期内，到底是A影响了B还是B影响了A，所以既包含因果性也包 ...2015-10-9 22:49 - wanzijun - EViews专版

HLM高难问题：How to calculate cross-level correlations
3 个回复 - 2590 次查看如题，请教高手：我建立了一个multilevel model (with 2-level ), 现在想计算每个level1variable 和每个 level2 variable的相关系数 (pairwise correlations)。请问该如何定义和测量该cross-level correlations? 如何 ...2013-9-30 11:33 - acexx - HLM专版

Cross-correlations between agricultural commodity futures markets in the US and
1 个回复 - 787 次查看【作者(必填)】 xinsheng lu 【文题(必填)】 Cross-correlations between agricultural commodity futures markets in the US and China【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://www.scienc ...2014-3-29 22:27 - qijiongli - 求助成功区

Multifractal detrended cross-correlation analysis between the Chinese stock mark
1 个回复 - 563 次查看【作者(必填)】 Feng Ma, Yu Wei, Dengshi Huang 【文题(必填)】 Multifractal detrended cross-correlation analysis between the Chinesestock market and surrounding stock markets 【年份(必填)】 2013 ...2014-3-29 21:14 - qijiongli - 求助成功区

Detrended cross-correlation analysis approach for assessing asymmetric multifrac
1 个回复 - 618 次查看【作者(必填)】 He linyun 【文题(必填)】 Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to theChinese financia ...2014-3-29 21:03 - qijiongli - 求助成功区

Multifractal cross-correlation spectra analysis on Chinese stock markets
1 个回复 - 577 次查看【作者(必填)】 zhao xiaojun 【文题(必填)】 Multifractal cross-correlation spectra analysis on Chinese stock markets【年份(必填)】 2014 【全文链接或数据库名称(选填)】 http://www.sciencedirect.co ...2014-3-29 21:00 - qijiongli - 求助成功区

Different spatial cross-correlation patterns of temperature records over China:
1 个回复 - 807 次查看【作者(必填)】 Naiming Yuana, b, , , , Zuntao Fub 【文题(必填)】 Different spatial cross-correlation patterns of temperature records over China: A DCCA study on different time scales【年份(必填)】 ...2014-1-19 18:34 - qijiongli - 求助成功区

Multifractal detrended cross-correlation analysis of carbon and crude oil market
1 个回复 - 661 次查看【作者(必填)】 Xiaoyang Zhuang, , Yu Wei, , Bangzheng Zhang 【文题(必填)】 Multifractal detrended cross-correlation analysis of carbon and crude oil markets【年份(必填)】２０１４【全文链接或数据 ...2014-1-13 16:46 - qijiongli - 求助成功区

Cross sectional correlation的处理
1 个回复 - 4324 次查看感觉计量比较好的同志应该多用Stata。如果只是Cross-sectional 的 Data，能不能Cluster by firm? 每个firm只有一个观测值。[/backcolor] 我的dependent variables的correlation 还挺高的。[/backcolor] 这样 ...2013-10-24 18:13 - 一眼瞬间 - Stata专版

Multifractal detrended cross-correlation analysis in the MENA area
1 个回复 - 746 次查看【作者(必填)】 Marwane El Alaoui, , Saad Benbachir 【文题(必填)】 Multifractal detrended cross-correlation analysis in the MENA area【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sc ...2013-9-29 17:18 - qijiongli - 求助成功区

How to solve a system of nonlinear equations with cross-equation correlations?
1 个回复 - 1787 次查看 Hi all, I try to solve a system of nonlinear equations with STATA. My data looks like this: id s x e 1 .0064259 -1.008586 ? 1 .2882765 2.701381 ...2013-9-16 10:00 - ohmypig - Stata专版

求[Jstor]上一篇文献Vector cross-correlation in time series and applications
1 个回复 - 1064 次查看【作者(必填)】R Roy, R Cléroux 【文题(必填)】Vector cross-correlation in time series and applications 【年份(必填)】1993 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/10.2307/140 ...2013-9-6 08:41 - mgymgy - 求助成功区

Event Study Testing with Cross-sectional Correlation of Abnormal Returns
2 个回复 - 1423 次查看【作者(必填)】Kolari, J. W. and Pynnonen, S. 【文题(必填)】Event Study Testing with Cross-sectional Correlation of Abnormal Returns 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://rfs.oxfor ...2013-8-8 11:55 - superidiot - 求助成功区

elsevier:Analysis of cross-correlations between financial markets after the 2008
1 个回复 - 934 次查看【作者(必填)】 R.Sensory 【文题(必填)】 Analysis of cross-correlations between financial markets after the 2008 crisis【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect.co ...2013-7-2 21:00 - qijiongli - 求助成功区

Can we trust in cross-sectional price-value correlation measures? some evidence
2 个回复 - 1248 次查看【作者(必填)】DíAZ 【文题(必填)】Can we trust in cross-sectional price-value correlation measures? some evidence from the case of Spain 【年份(必填)】2006 【全文链接或数据库名称(选填)】http:// ...2013-6-22 16:03 - 茶色混沌 - 求助成功区

cross-sectional correlation是神马东东？
0 个回复 - 2088 次查看这个神马相关系数？能否给出一个数学表达式。 3ks！2012-9-24 14:09 - nksfliu - 经济金融数学专区

关于 cross-correlation test的一个编程求助
1 个回复 - 1340 次查看请大家帮帮忙，小弟刚入门学麻烦写写这个程序谢谢谢谢啊 N=length（x）2012-7-3 15:26 - mafeng575 - MATLAB等数学软件专版

Cross Correlations交叉先关系数的问题
1 个回复 - 3024 次查看我什么我用Eviews做交叉相关系数。 i=0的时候，和excel的结果是相同的。但是在excel中，我手动将一列数据下移一个单元格。再次计算相关系数，与Eviews中的i=1计算出的结果不同？请问Cross Correlations的概 ...2012-2-2 10:41 - zaz007y - EViews专版

[R-Programming] Cross-Correlation Coefficients 跪求急需
3 个回复 - 2309 次查看 Anyone knows how to write the R-code for this type of Cross-Correlation Coefficients ?? i want to calculate this Cross-Correlation Coefficients and plot the graph like the way exactly presented i ...2009-9-27 18:46 - ychu066 - R语言论坛

[SAS] Cross-Correlation Coefficients 跪求急需
1 个回复 - 2636 次查看 Anyone knows how to write the code for this type of Cross-Correlation Coefficients ?? i want to calculate this Cross-Correlation Coefficients and plot the graph like the way exactly presented in ...2009-9-27 18:50 - ychu066 - SAS专版

[MATHLAB-Programming] Cross-Correlation Coefficients
3 个回复 - 3346 次查看 Anyone knows how to write the mathlab-code for this type of Cross-Correlation Coefficients ?? i want to calculate this Cross-Correlation Coefficients and plot the graph like the way exact ...2009-9-27 18:48 - ychu066 - MATLAB等数学软件专版

Realizing Correlations Across Asset Classes
0 个回复 - 264 次查看 2004-12-12 19:34 - 亚太投资848 - Forum

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