1.
An Application of Asymmetric Stochastic Volatility Model in China s Stock Market;
非对称随机波动模型在中国股市的应用
2.
Parameter Estimation and Empirical Analysis of Asymmetric Stochastic Volatility Model;
非对称随机波动模型的参数估计及其实证
3.
Non-linear Optimal Investment and Consumption Model with Stochastic Volatility
含有随机波动的非线性的最优投资和消费模型
4.
Testing the Asymmetric Effect of Exchange Rate Fluctuation:Using Asymmetric ARCH Models;
汇率波动非对称效应的计量检验—基于非对称ARCH类模型
5.
Dynamic mathematical model and simulation of asymmetrical 12-phase synchronous motor
十二相非对称同步电机的动态数学模型与仿真
6.
Stochastic Resonance in Asymmetric Bistable System Driven by two Different Kinds of Noise
两种不同类型噪声驱动下的非对称双稳系统的随机共振
7.
A Hybrid-Watermarking Scheme in Wavelet Domain for Asymmetric and Symmetric Watermark Extraction;
基于小波域的对称和非对称混合水印模型
8.
Nonparametric Estimation of Drift and Volatility Functions in Stochastic Diffusion Models
随机扩散模型中的漂移函数与波动率函数的非参数估计
9.
The Research and Application of Asymmetrical GARCH Models for the Return and the Volatility in the Chinese Stock Market;
非对称GARCH模型在中国股市收益波动中的研究与应用
10.
The Comparison Study of Parameters Estimation of ARSV Model;
随机波动模型参数估计方法比较研究
11.
ESTIMATION OF THE STOCHASTIC VOLATILITY MODEL IN ORNSTEIN-UHLENBECK MODEL;
Ornstein-Uhlenbeck随机波动率模型的参数估计
12.
Study on Stochastic Volatility Model of CNY Exchange Rate Expectation;
人民币汇率预期的随机波动模型研究
13.
Optimal consume-invest model with stochastic volatility;
具有随机波动的最优消费-投资模型
14.
Pricing European Barrier Options in Hull-White Stochastic Volatility Model
Hull-White随机波动率模型的欧式障碍期权
15.
Estimating volatility of Chinese stock market by stochastic volatility model;
基于随机波动性模型的中国股市波动性估计
16.
Unit Root Test for Stochastic Volatility Models and An Empirical Study of Chinese Stock Market;
随机波动率模型下的单位根检验及对我国股市的实证研究
17.
Proof of non-recurrence for d-dimensional(d≥3) symmetric random walks
d(d≥3)维对称随机游动非常返性的证明
18.
Bayesian Stochastic Volatility Model in Finance Analysis Based on MCMC Simulation;
基于MCMC模拟的贝叶斯金融随机波动模型分析