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A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets 期刊论文
ECONOMIC MODELLING, 2018, 卷号: 68, 页码: 586-598
作者:  Gong, Yuting;  Chen, Qiang;  Liang, Jufang
收藏  |  浏览/下载:11/0  |  提交时间:2019/08/22
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets 期刊论文
ECONOMIC MODELLING, 2018, 卷号: 68, 页码: 586-598
作者:  Gong, Yuting[1];  Chen, Qiang[2];  Liang, Jufang[3]
收藏  |  浏览/下载:13/0  |  提交时间:2019/04/24
Construction and application of mixed copula model 期刊论文
2018, 卷号: 22, 期号: 4, 页码: 457
作者:  Pan, Xueyan[1];  Cai, Guanghui[2];  Chen, Qiulin[2]
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/26
Lifetime Prediction for Concrete under Field Exposure Based on Copula Function 期刊论文
Jianzhu Cailiao Xuebao/Journal of Building Materials, 2017, 卷号: 20, 期号: 2, 页码: 191-197
作者:  Qiao, Hongxia;  Zhu, Binrong;  Lu, Chenggong
收藏  |  浏览/下载:5/0  |  提交时间:2020/11/14
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model 期刊论文
ENERGY ECONOMICS, 2017, 期号: 68, 页码: 53-65
作者:  Liu, Bing-Yue;  Ji, Qiang;  Fan, Ying
收藏  |  浏览/下载:10/0  |  提交时间:2018/06/11
Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions 期刊论文
ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 6-9, 页码: 970-987
作者:  Li, Cong;  Li, Hongjun;  Racine, Jeffrey S.
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model 期刊论文
ENERGY ECONOMICS, 2017, 卷号: 68, 页码: 53-65
作者:  Liu, Bing-Yue;  Ji, Qiang;  Fan, Ying
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/30
A dependent stress-strength interference model based on mixed copula function 期刊论文
JOURNAL OF MECHANICAL SCIENCE AND TECHNOLOGY, 2016, 卷号: 30, 期号: 10, 页码: 4443-4446
作者:  Gao, Jianxiong;  An, Zongwen;  Liu, Bo
收藏  |  浏览/下载:11/0  |  提交时间:2019/11/15
A dependent stress–strength interference model based on mixed copula function 期刊论文
Journal of Mechanical Science and Technology, 2016, 卷号: 30, 期号: 10, 页码: 4443-4446
作者:  Gao, Jianxiong;  An, Zongwen;  Liu, Bo
收藏  |  浏览/下载:0/0  |  提交时间:2020/11/14
Time-Independent Reliability Analysis of Bridge System Based on Mixed Copula Models 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2016
作者:  Liu, YF;  Fan, XP;  Fan, XP (reprint author), Lanzhou Univ, Key Lab Mech Disaster & Environm Western China, Minist Educ China, Lanzhou 730000, Gansu, Peoples R China.;  Fan, XP (reprint author), Lanzhou Univ, Sch Civil Engn & Mech, Lanzhou 730000, Peoples R China.
收藏  |  浏览/下载:2/0  |  提交时间:2017/01/16


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