1.
ARMA-GARCH Model Estimator on VaR、CVaR and Kernel Type of Integral Estimator
VaR、CVaR的ARMA-GARCH模型估计和积分核型估计
2.
Hourly Electricity Price Forecasting Approach Based ARMA-GARCH Model
基于ARMA-GARCH模型的短期电价预测
3.
ARMA-GARCH Models for Chinese Inter-bank Borrowing Interest Rate and Empirical Analysis on Its VaR
同业拆借利率的ARMA-GARCH模型及VaR度量研究
4.
A Calculation of VaR and CVaR Based on ARMA-GARCH Model
基于ARMA-GARCH模型的风险价值与条件风险价值计算
5.
Modeling and Analysis of the Rate of Return in SHFE by ARMA-GARCH Model;
ARMA-GARCH模型对上海铜期货市场收益率的建模与分析
6.
Research on Volatility in Enterprise Bond Markets--Empirical Analysis with the ARMA-GARCH Model;
企业债券市场波动性研究——基于ARMA-GARCH模型的实证分析
7.
Risk Measurement of Pledged Repo Interest Rate:Empirical Study Based on ARMA-GARCH Model
质押式回购利率的风险度量研究——基于ARMA-GARCH模型的实证检验
8.
ARMA-GARCH Models and the Application of VaR Method to Chinese Inter-bank Borrowing Interest Rate
ARMA-GARCH模型及VaR方法在我国银行间同业拆借市场中的应用研究
9.
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
10.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
11.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
12.
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
13.
Forecasting GDP with integrated Winters model and ARMA model;
综合Winters模型和ARMA模型预测GDP
14.
A Note on The BDLM-model and ARMA-model;
关于BDLM模型和ARMA模型的一个注解
15.
The Methods of Spectrum Density Estimation and Prediction of Multidimensional ARMA (p, q) Models;
多维ARMA模型的谱估计及预测方法
16.
A Study on Robustness and Sensitivity Base on ARMA Model;
ARMA模型的敏感性分析及稳健性研究
17.
Segmentation of SAR Image Based on Mixture Multiscale ARMA Model;
混合多尺度ARMA模型与SAR图像分割
18.
Study on Application of ARMA Model to the Measurement of Two-Phase Flow;
ARMA模型在两相流检测中的应用研究