摘要
相关性分析是应用极为广泛的方法。相关性度量,包括线性相关系数和和谐性相关性度量是传统方法。Copula理论是一种新兴的、在金融研究中获得迅速发展的工具。基于以上工具,分析国民经济的支柱产业——机械行业市场需求和成本价格,指出两者之间具有一定的负相关性;而且Copula函数为进一步分析提供丰富的信息。
Dependence analysis is widely developed. Dependence measures, including linear correlation coefficient and concordance measure, are traditional methods. Copula is a newly flourished tool in financial research. Market requirement and cost price of mechanical industry, the support industry of national economy, are analyzed using these models. The results show that the two have negative correlation. The copula function even provides more information for further research.
出处
《科学技术与工程》
2008年第3期728-731,756,共5页
Science Technology and Engineering
基金
教育部博士学科点专项科研基金项目(20040056041)
天津市科技发展计划基金项目(06YFG2GX05400)资助
