1.
Estimation on the VaR Based on ARCH Models;
ARCH类模型在风险价值测度中的应用
2.
Application of ARCH models in the Financial Markets;
ARCH类模型在金融市场中的应用
3.
Studying on China s Economy Fluctuation with ARCH Family Models;
基于ARCH类模型的中国经济波动性研究
4.
The Analysis of Domestic Oil Price Fluctuation Based on ARCH Models;
基于ARCH类模型的国内油价波动分析
5.
Research on ARCH-type models and application to shanghai stock exchange index;
ARCH类模型研究及其在沪市A股中的应用
6.
An Analysis of Stock-market Volatility in China Based on ARCH Models;
我国股市波动的ARCH类模型分析
7.
The ARCH Model and the Application of It in the Time Series;
ARCH类模型及其在时间序列分析中的应用
8.
Study on the Fluctuation of Shanghai Security Fund Market on the Base of ARCH model;
运用ARCH类模型研究上证基金市场的波动性
9.
The Applied Research of the ARCH Model in the Stock Market in China;
ARCH类模型在我国股票市场上的应用研究
10.
Parameter Estimation and Its Algorithm of ARCH Models Based on Bootstrap
基于Bootstrap的ARCH类模型的参数估计及其算法
11.
ARCH-Type Models and Its Application of the Return Volatility in Shanghai Stock Exchange Index
ARCH类模型及其在上证指数收益波动中的应用
12.
Comparative Studies on the ARCH-Type Models Volatility Forecasting Based on High-Frequency Data
基于高频数据的ARCH类模型波动预测比较分析
13.
Estimation and Analysis on the VaR of Chinese Stock Market Based upon ARCH Models;
基于ARCH类模型的中国股票市场风险价值的测度与分析
14.
An Application of VaR Method to Forecasting Foreign Exchange Risk:Perspectives of ARCH Models;
基于ARCH类模型的VaR方法在外汇风险计量中的应用
15.
Testing the Asymmetric Effect of Exchange Rate Fluctuation:Using Asymmetric ARCH Models;
汇率波动非对称效应的计量检验—基于非对称ARCH类模型
16.
Impact to the Results of ARCH Type Models with Different Distribution of the Residual;
不同分布对ARCH类模型结果的影响——基于上证指数收益率的对比分析
17.
Volatility Analysis on the Shanghai Security Index in the Stock Rights Splitting Reform;
股权分置改革中上证指数的波动——基于ARCH类模型的比较分析
18.
Comparison:the volatility forecasting of BP algorithm and symmetric ARCH model to stock market;
BP算法和对称ARCH类模型对股市波动性预测的实证比较