1.
To Analyse for the Research on Shangzheng Index Based on GARCH-M Models and Extreme Value Theory;
利用GARCH-M类模型和极值理论对上证综指的研究
2.
Empirical Analysis of VaR in Shanghai Stock Market Based on Garch-M Model;
Garch-M模型的沪市险值实证研究
3.
Some Studies of the Volatility and Stock Return on China Stock Markets Using GARCH-M;
中国股票市场报酬与波动的GARCH-M模型
4.
GARCH-M Model and the Volatility in Hu-Shen Stock Market;
GARCH-M模型与我国沪深股市的波动
5.
Renminbi exchange rate forecast based on GARCH-M Model
基于GARCH-M模型的人民币汇率预测
6.
A Markov-Chain Sampling Algorithm and Empirical Analysis for ARMA-GARCH-M Models;
ARMA-GARCH-M模型的马氏链抽样算法与实证分析
7.
Application of an Improved GARCH-M Model in Risk Analysis on Stock Markets;
改进的GARCH-M模型在股市风险分析中的应用
8.
Parameters Estimation of a Asymmetric GARCH Model
一类非对称的GARCH模型的参数估计
9.
Based on Co-integration, VEC and GARCH-M Approach to Testing the Relationship of RMB/USD Spot and Forward Exchange Rates;
基于协整、VEC、GARCH-M模型的人民币即期汇率与远期汇率关系研究
10.
M/M/1/m/m Queuing System with Wrong Service
一类有差错服务的单服务窗闭合式M/M/1/m/m排队模型
11.
A Study of the High-frequency-data-based Classified Information Mixture Distribution GARCH Model;
基于高频数据的分类信息混合分布GARCH模型研究
12.
Research on Chinese Volatilities of Stock Returns by GARCH Model
基于GARCH类模型的中国股指收益率波动性分析
13.
A Study on Financial Risk Measurement Based on Heavy Tail Distribution and GARCH Model
基于厚尾分布和GARCH类模型的金融风险度量研究
14.
The Forecast Performance of Two Style GARCH Models and Portfolio VaR Computation
两类多元GARCH模型的预测绩效和组合VaR的研究
15.
GARCH Models and Its VaR Empirical Analysis on Foreign Exchange Risk
外汇风险度量研究——基于GARCH类模型及VaR方法
16.
On the Strictly Stationary Property and the Ergodicity of a generalized Asymmetric GARCH Model
一类广义的非对称的GARCH模型的严平稳遍历性
17.
The Comparative Study Between the CARR Model and the GARCH Race Models on the Volatility of the Financial Market
金融市场波动性CARR类模型与GARCH类模型的比较研究
18.
A M/M/1 Queuing Model with Variable Input Rate
一类具有可变输入率的M/M/1排队模型