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Salt marsh ecology classification is difficult using traditional coarse resolution remote sensing techniques. Salt marshes exhibit a spatial pattern of vegetation zonation that are visually identifiab...
In recent decades, urbanization has resulted a massive increase in the amount of infrastructure especially large buildings in large cities worldwide. There has been a noticeable expansion of entire ci...
This study examines MODIS NDVI satellite imagery time series can be used to determine hotspot of land degradation area in whole Mongolia. The trend statistical analysis of Mann-Kendall was applied to ...
The Deterrence Controversy: A Reconsideration of the Time Series Evidence.
Comments on Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series.
Recent Changes in Macro Policy and Its Effects: Some Time Series Evidence.
A¢ ne model in which: ñ 3 priced factors explain the cross section of bond and stock returns: level, CP, DP ñ 2 factors explain the time variation in bond and stock returns: CP, DP
Preference shocks from aggregation: time series data evidence.
The Interbank Offered Rate is a vital benchmark interest rate in the financial markets of every country to which financial contracts are tied. In the light of the recent LIBOR manipulation incident, t...
Notwithstanding the signi cant e orts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which cond...
We investigate the possible drawbacks of employing the standard Pearson estimator to measure correlation coefficients between financial stocks in the presence of non-stationary behavior, and we provid...
This study considers the multivariate segmentation procedure under the assumption of the multivariate Gaussian mixture. Jensen-Shannon divergence between two multivariate Gaussian distributions is emp...
This study conducts a comprehensive analysis of time series segmentation on the Japanese stock prices listed on the first section of the Tokyo Stock Exchange during the period from January 4, 2000 to ...
The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the "seasonalities" and market evolution. Using the intraday data of t...
In this paper we quantify the statistical coherence between financial time series by means of R´enyi’s entropy. With the help of Cambell’s coding theorem we show that R´enyi’s entropy sel...

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