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1.
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
2.
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
3.
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
4.
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
5.
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
6.
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
7.
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
8.
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
9.
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
10.
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
11.
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
12.
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
13.
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
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