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条件相关性

网络释义专业释义

  conditional correlation

...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

  • dynamic conditional correlation - 引用次数:3

    参考来源 - 中国A、B股市场关联性实证研究
    conditional dependence - 引用次数:3

    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

双语例句

  • 医疗条件相关性引的包括糖尿病肥胖症以及甲状腺心脏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.

    youdao

  • 本文采用上海A市场月收益率数据,率先使用DCC - MV GARCH模型,刻画时变的个股间预期条件相关性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.

    youdao

  • 这个响应请求数据内部标签条件数据相关性

    The term for this internal tagging of response and request data is data correlation.

    youdao

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