1.
Measuring the risk aversion by the semi-parametric ARCH-M model;
基于半参数ARCH-M模型的风险厌恶度量
2.
Measuring the Risk Aversion Based on Adaptive Functional-Coefficient ARCH-M Model
基于适应性函数系数ARCH-M模型的风险厌恶度量
3.
Bootstrap Method in ARCH Model;
Bootstrap方法用于ARCH模型
4.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
5.
Research on relationship between ARCH and SV models;
ARCH模型与SV模型之间的关系研究
6.
Stationarity for a Finite-order ARCH-type Bilinear Model;
ARCH型有限阶双线性模型的平稳性
7.
Research on Volatility in Chinese Stock Market Based on ARCH Family Models;
基于ARCH族模型的中国股市波动性研究
8.
The Parameters Estimate and Useless for ARCH Family Model;
ARCH模型族的参数估计及其应用研究
9.
The Positive Research on China s Stock Market with ARCH Models;
ARCH模型在中国股市中的实证研究
10.
An Empirical Analysis of the Shenzhen Stock Market by ARCH Models;
ARCH族模型对深证指数的实证分析
11.
Asymptotic Convergence for Weighted Sums Sequences of ARCH(∞) Model;
ARCH(∞)模型加权和序列的渐近收敛性
12.
Research on ARCH-type models and application to Shanghai stock exchange index;
ARCH族模型研究及其在沪市A股中的应用
13.
SD-ARCH model for tanker freight rates;
油船运价的SD-ARCH模型研究
14.
ARCH Model for Stock Return of Shanghai Based on QPSO Algorithm;
基于QPSO的上证指数ARCH模型
15.
Estimation on the VaR Based on ARCH Models;
ARCH类模型在风险价值测度中的应用
16.
Strong Law of Large Number of the Absolute Value Sequences from ARCH;
ARCH模型绝对值序列的强大数定律
17.
Application of ARCH models in the Financial Markets;
ARCH类模型在金融市场中的应用
18.
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