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文件名称:Time-varying-HAC-master

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    2018-03-03
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hierarchical Archimedean copulas (HAC) for the US, the German and the Japanese stock market.(financial contagion is modelled by means of hierarchical Archimedean copulas (HAC) for the US, the German and the Japanese stock market. The time-varying nature of the copula parameters is induced by adopting the local parametric approach introduced in Spokoiny (1998).testing procedure underlying this approach are simulated on the basis of some predefined copula parameter constellations.)
相关搜索: time-varying HA Copula

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下载文件列表

文件名大小更新时间
Time-varying-HAC-master 0 2016-01-09
Time-varying-HAC-master\COPRollingBIC 0 2016-01-09
Time-varying-HAC-master\COPRollingBIC\BIC 192456 2016-01-09
Time-varying-HAC-master\COPRollingBIC\COPRollingBIC.R 1473 2016-01-09
Time-varying-HAC-master\COPRollingBIC\COPRollingBIC.png 9197 2016-01-09
Time-varying-HAC-master\COPRollingBIC\README.md 2877 2016-01-09
Time-varying-HAC-master\COPRollingBIC\dates 141712 2016-01-09
Time-varying-HAC-master\COPRollingBIC\metainfo.txt 833 2016-01-09
Time-varying-HAC-master\COPRollingcorr 0 2016-01-09
Time-varying-HAC-master\COPRollingcorr\COPRollingcorr.R 2577 2016-01-09
Time-varying-HAC-master\COPRollingcorr\COPRollingcorr1.png 6821 2016-01-09
Time-varying-HAC-master\COPRollingcorr\COPRollingcorr2.png 6956 2016-01-09
Time-varying-HAC-master\COPRollingcorr\README.md 3745 2016-01-09
Time-varying-HAC-master\COPRollingcorr\dates 141712 2016-01-09
Time-varying-HAC-master\COPRollingcorr\eps 160062 2016-01-09
Time-varying-HAC-master\COPRollingcorr\metainfo.txt 560 2016-01-09
Time-varying-HAC-master\COPlcpcompcv 0 2016-01-09
Time-varying-HAC-master\COPlcpcompcv\Acv 272076 2016-01-09
Time-varying-HAC-master\COPlcpcompcv\Bcv 267064 2016-01-09
Time-varying-HAC-master\COPlcpcompcv\COPlcpcompcv.R 1696 2016-01-09
Time-varying-HAC-master\COPlcpcompcv\COPlcpcompcv1.png 5228 2016-01-09
Time-varying-HAC-master\COPlcpcompcv\COPlcpcompcv2.png 3660 2016-01-09
Time-varying-HAC-master\COPlcpcompcv\COPlcpcompcv3.png 3503 2016-01-09
Time-varying-HAC-master\COPlcpcompcv\COPlcpcompcv4.png 3214 2016-01-09
Time-varying-HAC-master\COPlcpcompcv\README.md 2913 2016-01-09
Time-varying-HAC-master\COPlcpcompcv\metainfo.txt 554 2016-01-09
Time-varying-HAC-master\COPlcpcompcv\qx 1421 2016-01-09
Time-varying-HAC-master\COPlcpdiffMLI 0 2016-01-09
Time-varying-HAC-master\COPlcpdiffMLI\AGumbel 134992 2016-01-09
Time-varying-HAC-master\COPlcpdiffMLI\BGumbel 143992 2016-01-09
Time-varying-HAC-master\COPlcpdiffMLI\COPlcpdiffMLI.R 1961 2016-01-09
Time-varying-HAC-master\COPlcpdiffMLI\COPlcpdiffMLI.png 4984 2016-01-09
Time-varying-HAC-master\COPlcpdiffMLI\README.md 3275 2016-01-09
Time-varying-HAC-master\COPlcpdiffMLI\dates 141712 2016-01-09
Time-varying-HAC-master\COPlcpdiffMLI\metainfo.txt 554 2016-01-09
Time-varying-HAC-master\COPlcpgraphs 0 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\AGumbel 134992 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\BGumbel 143992 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\COPlcpgraphs.R 3121 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\COPlcpgraphs1.png 4967 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\COPlcpgraphs2.png 4888 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\COPlcpgraphs3.png 5017 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\COPlcpgraphs4.png 5065 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\README.md 4614 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\dates 141712 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\global.taus 48 2016-01-09
Time-varying-HAC-master\COPlcpgraphs\metainfo.txt 831 2016-01-09
Time-varying-HAC-master\README.md 2250 2016-01-09

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