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知网期刊论文(1938)
在“
Elsevier电子期刊
”中,
命中:
1,664
条,耗时:0.0989469 秒
在所有数据库中总计命中:
8,128
条
1.
Systematic inference of the long-range
dependence
and heavy-
tail
distribution parameters of ARFIMA models
作者:
Timothy Graves
a
;
Christian L.E. Franzke
b
;
christian.franzke@uni-hamburg.de
;
Nicholas W. Watkins
c
;
d
;
e
;
f
;
Robert B. Gramacy
g
;
Elizabeth Tindale
d
关键词:
Long-range
dependence
;
Heavy-
tail
s
;
Bayesian estimation
;
ARFIMA
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
2.
Relation between higher order comoments and
dependence
structure of equity portfolio
作者:
Mario Cerrato
a
;
Mario.Cerrato@glasgow.ac.uk
;
John Crosby
b
;
johnc2205@yahoo.com
;
Minjoo Kim
a
;
Minjoo.Kim@glasgow.ac.uk
;
Yang Zhao
c
;
zhaoyang8@jxufe.edu.cn
关键词:
C53
;
G17
刊名:Journal of Empirical Finance
出版年:2017
3.
Does REIT index hedge inflation risk? New evidence from the
tail
quantile
dependence
s of the Markov-switching GRG copula
作者:
Kuang-Liang Chang
klchang@mail.ncyu.edu.tw
关键词:
C32
;
C51
;
E31
;
G15
刊名:The North American Journal of Economics and Finance
出版年:2017
4.
Composition and properties
tail
oring in Mg
2+
codoped non-stoichiometric LuAG:Ce,Mg scintillation ceramics
作者:
Shuping Liu
a
;
Jiri A. Mares
b
;
Vladimir Babin
b
;
Chen Hu
a
;
Huamin Kou
a
;
Carmelo D&rsquo
;
Ambrosio
c
;
Jiang Li
a
;
Yubai Pan
d
;
ybpan@shnu.edu.cn
;
Martin Nikl
b
;
nikl@fzu.cz
关键词:
Non-stoichiometric ceramics
;
LuAG
;
Ce
;
Mg scintillator
;
Mg2+ co-dopant
;
Antisite defects
;
Afterglow
刊名:Journal of the European Ceramic Society
出版年:2017
5.
Tuning separation behavior of
tail
or-made thin film poly(piperazine-amide) composite membranes for pesticides and salts from water
作者:
Romil Mehta
a
;
H. Brahmbhatt
b
;
M. Mukherjee
c
;
A. Bhattacharya
a
;
bhattacharyaamit1@rediffmail.com
关键词:
Thin film poly(piperazine-amide) composite membrane
;
Interfacial polymerization
;
Acetonitrile
;
Separation
;
Pesticides
刊名:Desalination
出版年:2017
6.
Cognitive and behavioural effects induced by social stress plus MDMA administration in mice
作者:
M.P. Garcí
;
a-Pardo
;
C. Roger-Sá
;
nchez
;
M. Rodrí
;
guez-Arias
;
J. Miñ
;
arro
;
M.A. Aguilar
;
asuncion.aguilar@uv.es
关键词:
Social defeat
;
Passive avoidance
;
Object recognition
;
Tail
suspension test
;
Motor activity
;
Drug
dependence
刊名:Behavioural Brain Research
出版年:2017
7.
Tail
oring transparence in MoO
x
/Ag/MoO
x
electrode through Ag by O
2
/Ar plasma exposure
作者:
Tzu-Wei Lin
a
;
c
;
Pang-Shiu Chen
b
;
Zheng-Ying Wang
b
;
Kai-Wei Zhuang
b
;
Su-Ching Chiu
b
;
Cheng-Hsiung Peng
b
;
Sheng-Wei Lee
a
;
schon0911@gmail.com" class="auth_mail" title="E-mail the corresponding author
关键词:
MoO3
;
Silver
;
Sputtering
;
Transparent conductive oxide
;
Plasma treatment
刊名:Ceramics International
出版年:2017
8.
Dynamic asset trees in the US stock market: Structure variation and market phenomena
作者:
Wei-Qiang Huang
a
;
hwqneu@hotmail.com
;
Shuang Yao
b
;
Xin-Tian Zhuang
a
;
Ying Yuan
a
关键词:
Stock market
;
Minimal spanning tree
;
Structure variation
;
Market phenomena
刊名:Chaos, Solitons & Fractals
出版年:2017
9.
Time-varying quantile association regression model with applications to financial contagion and VaR
作者:
Wuyi Ye
a
;
wyye@ustc.edu.cn" class="auth_mail" title="E-mail the corresponding author
;
Kebing Luo
a
;
kbluo@mail.ustc.edu.cn" class="auth_mail" title="E-mail the corresponding author
;
Xiaoquan Liu
;
b
;
xiaoquan.liu@nottingham.edu.cn" class="auth_mail" title="E-mail the corresponding author
关键词:
Finance
;
Copula
;
Local polynomial regression
;
Financial crisis
刊名:European Journal of Operational Research
出版年:2017
10.
In
dependence
results for multivariate
tail
dependence
coefficients
作者:
Juan Ferná
;
ndez-Sá
;
nchez
a
;
juanfernandez@ual.es" class="auth_mail" title="E-mail the corresponding author
;
Roger B. Nelsen
b
;
nelsen@lclark.edu" class="auth_mail" title="E-mail the corresponding author
;
José
;
Juan Quesada-Molina
c
;
jquesada@ugr.es" class="auth_mail" title="E-mail the corresponding author
;
Manuel Ú
;
beda-Flores
d
;
mubeda@ual.es" class="auth_mail" title="E-mail the corresponding author
关键词:
Archimedean copula
;
Copula
;
Extremal
dependence
;
Tail
dependence
刊名:Fuzzy Sets and Systems
出版年:2016
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