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Author:

陈秀平 (陈秀平.) | 杜江 (杜江.) (Scholars:杜江)

Indexed by:

CQVIP PKU CSSCI

Abstract:

基于均匀分布的回归检验,文章从定量的角度出发给出Copula函数的一种检验方法,从而可以根据此方法在给定的copula函数中确定最优Copula函数.最后将此方法应用于国内的深证综指和上证A股指数进行了实证分析,结果证明此方法是有效的.

Keyword:

回归检验 定量分析 Copula函数

Author Community:

  • [ 1 ] [陈秀平]温州大学
  • [ 2 ] [杜江]北京工业大学

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Source :

统计与决策

ISSN: 1002-6487

Year: 2010

Issue: 13

Page: 154-156

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: 1

Chinese Cited Count:

30 Days PV: 24

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