1.
The Comparative Research on Volatility Prediction Ability of Adjusted Realized Volatility,GARCH Model and SV Model;
调整"已实现"波动率与GARCH及SV模型对波动的预测能力的比较研究
2.
The Realized Volatility and Its Empirical Study on Value-at-Risk;
已实现波动率及其在VaR中的实证研究
3.
AN EMPIRICAL STUDY ON REALIZED VOLATILITY IN THE VALUE-AT-RISK;
“已实现”波动率在VaR计算中的实证研究
4.
Estimating Realized Volatility of Individual Stock in Chinese Stocks Market;
中国股票市场个股已实现波动率估计
5.
The periodic analysis of realized volatility in china stock market;
中国股市“已实现”波动率的周期性研究
6.
An Empirical Research on Jump Behavior of Realized Volatility in Chinese Stock Markets;
中国股市已实现波动率的跳跃行为研究
7.
Weighted realized volatility and its long memory and optimal frequency;
赋权已实现波动及其长记忆性,最优频率选择
8.
Comparing research:Realized volatility and realized range-based volatility;
已实现波动和已实现极差波动的比较研究
9.
Study on the Comparison Between Realized Volatility and Weighted Realized Volatility
已实现波动和赋权已实现波动的比较研究
10.
Empirical Study of the Ability of Prediction of Two Models Based on Realized Volatility
基于已实现波动率的两种模型的预测能力的实证研究
11.
Realized Volatility Estimation for High-Frequency Date
已实现波动率估计中不同降噪方法的比较分析及实证
12.
The Financial Crisis’Impacts on the Stock Market Volatility:Evidence from Volatility Spillover Effects using Realized Volatility
全球金融海啸对股市波动的影响:基于已实现波动率的中美波动溢出效应对比
13.
The Research on Realized Volatility in China Stock Market-based in HAR Model
基于HAR模型对中国股票市场已实现波动率的研究
14.
Automatic Detecting Method of the Baud Rate Serial Communication;
串行通信波特率自动检测方法的实现
15.
Research on the modelling of realized volatility based on multivariate high-frequency data;
多维高频数据的“已实现”波动建模研究
16.
Wave equation datum correction in frequency-wavenumber (f-k) domain.
在频率—波数域实现波动方程基准面校正
17.
Real Exchange Rate s Fluctuating Factors Analysis under Chinese Current Exchange Rate Institution;
我国现行汇率制度下实际汇率的波动因素分析
18.
Weighted Realized Range-based Volatility Based on High-frequency Data and Its Empirical Analysis;
高频数据的加权已实现极差波动及其实证分析