1.
Dynamic Relationship between the Illiquidity and Stock Returns:Evidence From Chinese Stock Market;
流动性与收益、收益波动的动态关系
2.
Dynamic relationship between trading volume,returas and return volatility
成交量与收益、收益波动的动态关系
3.
Stock Market Returns, Volatility and the Role of Investor Sentiment in China;
中国股市收益、收益波动与投资者情绪
4.
Stock Market Returns,Volatility and Urban Residential Consumption Behavior in China
股市收益、收益波动与中国城镇居民消费行为
5.
On Measuring Volatility of Asset Returns in KMV Model;
KMV模型中资产收益波动率的确定
6.
An Empirical Study on the Asymmetry Volatility of China A Share Stock Market;
中国A股市场收益波动的非对称性研究
7.
Analysis of ARCH-type Models on the Volatility of Share Yield in Chinese Stock Market;
中国股市收益波动性的ARCH族模型分析
8.
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
9.
The Volatility in Stock Return and the Time-Varying Beta Coefficient;
股票收益波动与Beta系数的时变性
10.
Research on the Volatility Spillover Effects between Domestic and International Crude Oil Markets;
国内与国际原油市场收益波动溢出效应研究
11.
Study on Multi-scale -GARCH Model of Valatilities in the Financial Capital Gains;
金融资产收益波动的多尺度GARCH模型研究
12.
Empirical Analysis of Volatility Characteristic in China Stock Markets;
基于高频数据的中国股市收益波动特征研究
13.
A Research on the Relationship between Price Fluctuation of Aricultural Producation Materials and Benefit of Wheat;
农资价格波动与小麦收益关系的研究
14.
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
15.
Idiosyncratic volatility,turnover and cross-section expected return;
特质波动率、换手率与预期收益关系
16.
Study on ARFIMA-FIGARCH Model of Return and Volatility Processes in Chinese Stock Market;
中国股市收益及波动的ARFIMA-FIGARCH模型研究
17.
Weekday Effect on Shanghai Stock Market Return and its Volatility;
上海股市收益与波动的周内效应研究
18.
An Analysis of Trading Volume Impact on Volatility;
成交量对股票收益率波动的影响分析