1.
Conditional Estimation with the Missing Values of Wind Velocity Based on VAR Model;
基于VAR模型对风速缺失值的条件估计
2.
A Research on the Wealth Effect in Chinese Stock Market: Based on VAR Model;
基于VAR模型的中国股市财富效应研究
3.
Analysis on VAR Model of Demand Structure for China s Railway Freight Transportation;
我国铁路货运需求结构的VAR模型分析
4.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
5.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
6.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
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.
VaR-GARCH model using simulated annealing algorithm;
基于模拟退火算法的VaR-GARCH模型
9.
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
10.
Research on Value at Risk in Measuring Financial Market Risk;
基于VaR模型的金融市场风险计量研究
11.
Research on Pension Fund Allocation Based on VaR Model;
基于VaR模型的养老保险基金投资研究
12.
A Copula-EVT Model Based Portfolio s VaR Measurement Study;
基于Copula-EVT模型的投资组合VaR度量研究
13.
A Comprehensive Evaluation Model of Stocks Based on VaR;
基于VaR的上市公司综合评价模型
14.
The Storage and Procurement Model Based on the Algorithm of VaR and CVaR;
基于VaR和CVaR技术的采购存储策略模型
15.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
16.
Empirical Studies of the VaR and ES Models on Fattailed Distribution;
Fattailed分布下的VaR和ES模型及其实证研究
17.
VaR Model and Securities Fund s Investment Risk Management in China;
VaR模型与我国证券投资基金风险管理
18.
The Study on the Banking s Credit Risk Management Model;
银行VaR信用风险管理模型的研究