1.
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
2.
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
3.
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
4.
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
5.
Empirical Research on Two Kinds of Short-term Interest Rate Patterns;
两类短期利率模型的实证研究——基于GARCH类模型与单因子扩散模型的比较
6.
Nonlinear GARCH Models and Applications to the Volatilities of Stock Returns;
非线性GARCH类模型及其在股票收益率波动性上的应用
7.
Research on the Application of VaR and GARCH Models in Risk Measurement of Security Investment Fund;
VaR和GARCH类模型在证券投资基金风险计量中的应用研究
8.
The VaR on the basis of the GARCH Model--An Inosculate Risk Management Model About the Market Risk and Liquidity Risk;
基于GARCH类模型的VaR——一种融合市场风险与流动性风险的合成管理模型
9.
Parameters Estimation of a Asymmetric GARCH Model
一类非对称的GARCH模型的参数估计
10.
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
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.
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
13.
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
14.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
15.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
16.
Semiparametric GARCH Model Compared with GARCH, Nonparametric GARCH Model;
参数、非参数GARCH模型与半参数GARCH模型的比较研究
17.
Impacts on Stock Price through Mixed Distribution Classified Information GARCH Model and Its Application;
股票价格冲击混合分布分类信息GARCH模型及其应用
18.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测