共 50 条
- [6] Structural Conditional Correlation [J]. JOURNAL OF FINANCIAL ECONOMETRICS, 2010, 8 (03) : 392 - 407
- [7] Conditional Distance Correlation [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2015, 110 (512) : 1726 - 1734
- [10] GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION [J]. ECONOMETRIC THEORY, 2008, 24 (06) : 1554 - 1583