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1.
To Analyse on the Fluctuating of Stocks Price Based on GARCH Model Families
基于GARCH族模型的股价波动性分析
2.
The Validity Test of VaR and Its Improvement Based on the GARCH Family Model;
基于GARCH族模型的VaR及其改进的有效性检验
3.
Study on the Fractal Character of Our Country Stock Market and GARCH Family Models of the Price;
我国股市分形特征和股价的GARCH族模型研究
4.
Forecast of Volatility of Hu-Shen Index Based on GARCH;
基于GARCH族模型的沪深300指数波动率预测
5.
Empirical Study on Volatility of the Shanghai and the Shenzhen Stock Markets--Based on GARCH Models;
我国沪、深股市的波动性研究——基于GARCH族模型
6.
The Analysis of the GARCH Models in Shanghai Stock Market;
GARCH族模型在我国沪市指数上的实证分析
7.
Application of GARCH model family to comparison in two different stages of Shanghai Securities Market;
GARCH族模型在上海股市分阶段对比分析中的应用
8.
Study on Risk Measurement of China Stock Market Based on VaR Method of GARCH Family Model;
GARCH族模型的VaR方法在我国股市风险测量中的应用研究
9.
To Evaluate VaR of China Stock Marketing Comparatively by Using GARCH Family Model and Comment;
GARCH族模型计算中国股市在险价值(VaR)风险的比较研究与评述
10.
The Volatility Research be Based Upon GARCH Models and R/S Analysis Method in China Futures Market
基于GARCH族模型和R/S分析方法的中国期货市场波动性研究
11.
Studies on the Fluctuation of the Shanghai Stock Market since Equity Division Reform
利用GARCH族模型对股权分置改革前后上海股市的波动性研究
12.
Analysis on Shanghai’s Housing Price Based on GARCH Model Families;
基于GARCH模型族的上海房价分析
13.
Forecasting Chinese Stock Markets Volatility Based on GARCH Models;
基于GARCH模型族的中国股市波动性预测
14.
The risk-measury applicetion to Garch model family in ShangHai stock manlect;
Garch模型族在上海股市风险计量中的应用
15.
Market risk measurement of copper futures in China based on VaR-GARCH models;
基于VaR-GARCH模型族的我国期铜市场风险度量研究
16.
An Empirical Research on the Weekday Effect in the Stock Market of Shanghai by GARCH Models;
上海股市周日效应GARCH模型族的实证研究
17.
VaR/CVaR Analysis for Stock Market Based on EVT and GARCH Modles
基于GARCH族和EVT模型的股市风险价值的比较研究
18.
A Study of Volatility in Warrants Pricing Based on GARCH Family Models
权证定价中基于GARCH模型族的波动率研究