%0 Journal Article
%T Analysis of sub-prime loan crisis contagion based on change point testing method of hazard function<br>基于危险率函数变点检测的美国次级债危机传染分析
%A YE Wu-yi
%A MIAO Bai-qi
%A MA Yu-chao
%A <br>叶五一
%A 缪柏其
%A 马宇超
%J 系统工程理论与实践
%D 2010
%I 
%X The analysis of financial contagion has been an important problem in international finance field,in order to test financial contagion,the dependence method is usually adopted.The existence of contagion is tested by the change point testing of hazard function,and the measurement of contagious degree is given simultaneously.Financial contagion is analyzed by duration method firstly.An empirical analysis of sub-prime loan crisis contagion of several indexes from different countries was presented.
%K sub-prime loan crisis
%K hazard function
%K change point testing
%K financial contagion<br>次级债危机
%K 危险率函数
%K 变点检测
%K 金融传染
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=D39F810DAB557F2FC5535872C675B3B9&yid=140ECF96957D60B2&vid=340AC2BF8E7AB4FD&iid=38B194292C032A66&sid=6D6BFCF0101BC091&eid=08076B8B3CC96095&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=13