1) Copula-Garch Model
Copula-Garch模型
2) GARCH-GPD-Copula model
Copula-GARCH-GPD模型
1.
By combining the GARCH model,GPD distribution based on the extreme theory and Copula function,GARCH-GPD-Copula model is established and used to study the dependence patterns of the futures copper between SHFE and LME.
分析了一些Copula函数描述相关模式的特点,结合GARCH模型、Copula函数和基于极值理论的GPD分布,构造了Copula-GARCH-GPD模型,用于研究上海期货交易所和伦敦金属交易所期铜间的相关模式。
3) Copula-EGARCH model
Copula-EGARCH模型
1.
In this paper, the concept and character of Copula inference methods for parameters of Copula , the choice of Copula and Copula-EGARCH model are introduced in detail.
本文对Copula的概念、性质、参数推断、Copula的选择以及如何具体构建Copula-EGARCH模型做了详细的介绍。
5) GARCH models
GARCH模型
1.
Comparative research of goodness of fit between SV and GARCH models by likelihood ratio test;
SV和GARCH模型拟合优度比较的似然比检验
2.
Study on Financial Market Risk Based on GARCH Models
基于GARCH模型的金融市场风险研究
3.
We set up adequate GARCH models for the log returns series before and after reformation,by analyzing the results of the models,the impetus on the stock market is studied carefully.
股权分置改革是中国股票市场的一场革命,它能够推动资本市场的改革,通过选取具有代表性的已实施股权分置改革的上海汽车集团总公司,对其股改前后的股票收益序列建立了合适的GARCH模型。
6) GARCH model
GARCH模型
1.
Analysis of stock trading opportunity base on GARCH model;
基于GARCH模型的股票买卖时机分析
2.
An Empirical Analysis of the GARCH Model on Open-end Funds;
GARCH模型在开放式基金中的实证研究
3.
China Sports Group Industry stock price fluctuation based on GARCH Model;
基于GARCH模型的中体产业股票价格波动性实证研究
补充资料：[3-(aminosulfonyl)-4-chloro-N-(2.3-dihydro-2-methyl-1H-indol-1-yl)benzamide]
分子式：C16H16ClN3O3S
分子量：365.5
CAS号：26807-65-8
性质：暂无
制备方法：暂无
用途：用于轻、中度原发性高血压。
分子量：365.5
CAS号：26807-65-8
性质：暂无
制备方法：暂无
用途：用于轻、中度原发性高血压。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条