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Correlação entre Ativos no Python published at the "Open Code Community"

NIAID Data Ecosystem2026-03-12 收录

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数据链接：

https://data.mendeley.com/datasets/xxjvhwbz6x 数据链接链接失效反馈

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资源简介：

Material published at https://opencodecom.net/post/2021-09-01-correlacao-entre-ativos-no-python/

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创建时间：

2021-09-13

金融波动率建模

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Although stochastic volatility and GARCH (generalized autoregressive conditional heteroscedasticity) models have successfully described the volatility dynamics of univariate asset returns, extending t

Taylor & Francis Group2021-07-01 更新40

Dynamic conditional correlation GARCH model results.

金融波动性

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Dynamic conditional correlation GARCH model results.

NIAID Data Ecosystem30

Descriptive statistics of time-varying Copula dynamic correlation coefficients.

金融计量建模

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Descriptive statistics of time-varying Copula dynamic correlation coefficients.

NIAID Data Ecosystem30

Why Don't the Prices of Stocks and Bonds Move Together?

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金融市场联动

The very low real interest rates on bonds in the 1970's were accompanied by a large drop in the value of common stocks relative to dividends and earnings. More generally, a number of authors have demo

NBER1986-10-01 更新30

Network regression results.

金融市场网络建模

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This work describes the design of a novel financial multiplex network composed of three layers obtained by applying the MST-based cross-correlation network, using the data from 465 companies listed on

Figshare2025-04-18 更新30

Correlação entre Ativos no Python published at the "Open Code Community"

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