...性(endogeneity)的客观存在,使得评估值会不一致(inconsistent),从而导致人们对变量条件相关性(conditional correlation)的错误判断,也就是所谓的spurious results。
基于16个网页-相关网页
Conditional dependence of index returns series in Shanghai stock market is analyzed using the Copula-GARCH model combined the t-GARCH model with a Copula function. The empirical results show that different index returns series have different marginal distribution.
结合t-GARCH模型和Copula函数,建立Copula-GARCH模型并对上海股市各板块指数收益率序列间的条件相关性进行分析。
参考来源 - 金融市场的相关性分析——Copula·2,447,543篇论文数据,部分数据来源于NoteExpress
医疗条件相关性引的嵌甲包括糖尿病,肥胖症,以及甲状腺,心脏和可能会引起下肢水肿的肾脏疾病。
Medical conditions associated with onychocryptosis include diabetes, obesity, as well as thyroid, cardiac, and kidney diseases that may predispose to lower extremity edema.
本文采用上海A股市场的月收益率数据,率先使用DCC - MV GARCH模型,刻画了时变的个股间预期条件相关性和个股的预期条件特质波动率。
This article USES data from Shanghai a type stock market and originally measures the conditional expectation of correlation risk and idiosyncratic volatility by DCC-MV GARCH model.
这个响应和请求数据的内部标签的条件是数据相关性。
The term for this internal tagging of response and request data is data correlation.
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