1.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
2.
Semiparametric GARCH Model Compared with GARCH, Nonparametric GARCH Model;
参数、非参数GARCH模型与半参数GARCH模型的比较研究
3.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
4.
Comparative research on the Shenzhen stock market by using the GARCH model and the SV model;
GARCH模型和SV模型对深圳股市的比较
5.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
6.
Petroleum Price Stimulation Based on GARCH Model;
基于GARCH模型的石油价格变动模拟
7.
The Comparison of VaR Based on the Historical Simulation Method and GARCH Model;
基于历史模拟法和GARCH模型的VaR比较
8.
The Application of Monte Carlo Simulation Based on GARCH Model in Computing Var;
基于GARCH模型的风险价值蒙特卡罗模拟
9.
VaR-GARCH model using simulated annealing algorithm;
基于模拟退火算法的VaR-GARCH模型
10.
ARMA-GARCH Model Estimator on VaR、CVaR and Kernel Type of Integral Estimator
VaR、CVaR的ARMA-GARCH模型估计和积分核型估计
11.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
12.
A Simple Class of Multivariate GARCH Models and Application;
一种多元GARCH模型及其应用研究
13.
An Research on CVaR Financial Risk Measurement Based on GARCH Model;
基于GARCH模型的CVaR金融风险测度研究
14.
The Anlysis of the RMB Exchange Rate Base on MS-GARCH Models;
人民币汇率的MS-GARCH模型分析
15.
Analysis on Shanghai’s Housing Price Based on GARCH Model Families;
基于GARCH模型族的上海房价分析
16.
EMPIRICAL STUDY ON STOCK THROUGH GARCH BASED ON QPSO ALGROITHM;
基于QPSO的证券市场GARCH模型实证研究
17.
Research on Copper Futures Risk by GARCH Model;
GARCH模型对期铜市场风险的研究
18.
Application of Asymmetric-GARCH Model for Risk Measure of Stock Market;
非对称GARCH模型在VaR预测上的应用