1.
Analysis on Long-term Memory in Petroleum Futures Price Returns and Volatilities;
石油期货价格的收益率及波动率的长记忆性研究
2.
Idiosyncratic volatility,turnover and cross-section expected return;
特质波动率、换手率与预期收益关系
3.
The Relationship between Liquidity, Variability of Liquidity and Stock Returns in China;
中国证券市场股票流动性及其波动率与收益率的关系
4.
Analysis of Investment Returns and Their Volatility Charaters in Shanghai and Shenzhen A Stock Market;
沪深A股市场投资收益率及其波动特征分析
5.
Study of Chinese Stock Return and It s Volatility;
中国股票市场股指收益率及波动性研究
6.
Shanghai A.B share market yield fluctuation s comparison research and speculation;
上海A、B股市场收益率波动性对比研究及预测
7.
A Statistical Analysis on Return Rate and Volatility of Shanghai Stock 50 Index;
上证50指数收益率特征及其波动性分析
8.
A Statistical Analysis on the Rate of Return and its Volatility of Shanghai Stock Index;
上证指数收益率的特征及其波动性分析
9.
An Analysis of Returns and Volatility in Shanghai and Shenzhen Stock Market;
中国沪深股市收益率及波动性相关分析
10.
The Empirical Analysis about an Effect of the Interest Rate Changed--The Industries Rate of Return Per Day and Volatile in China Stock Market;
利率调整对我国股市行业日收益率及波动影响的实证研究
11.
Research on Long Memory in International Stock Returns and Its Volatility;
国际股票市场收益率和波动率的长记忆性研究
12.
ANALYSIS ON STOCK PRICE DISTRIBUTION CONTAINING STOCHASTIC RETURN AND STOCHASTIC VOLATILITY;
具有随机收益率与波动率股票的一般价格分布
13.
Test of Long Memory about Returns and Its Volatility in Chinese Stock Market
中国股市收益率和波动率的长记忆性检验
14.
Volatility analysis of return of exchange rate using ARFIMA-EGARCH-M model
ARFIMA-EGARCH-M模型在汇率收益率波动分析中的应用
15.
Return Fluctuation of RMB Exchange Rate Based on Jump-diffusion Process
基于跳-扩散过程的人民币汇率收益率波动模型
16.
The ARCH Research on share Index Yield And Fluctuation of small Corporation Stoch;
中小板股指收益率与波动性的ARCH研究
17.
On Measuring Volatility of Asset Returns in KMV Model;
KMV模型中资产收益波动率的确定
18.
Interday return volatility of China stock market: An empirical analysis;
中国股市隔天收益波动率的实证研究