1.
Application of GARCH Model on the Analysis of Stock Exponential Rate of Return;
CARCH模型在上证指数收益率分析中的应用
2.
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
3.
Impact to the Results of ARCH Type Models with Different Distribution of the Residual;
不同分布对ARCH类模型结果的影响——基于上证指数收益率的对比分析
4.
Empirical Analysis of the Relation Between Daily Return Rate,Volatility and Trading Volume of Shanghai Stock Market Comprising Index Based on Nonlinar Dynamics;
上证指数收益率、波动性与成交量动态关系研究——基于日数据的非线性动力学实证分析
5.
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
6.
Analyze the SSE(Shanghai Stock Exchange) Composite Index Week Returns Ratio with Time Series Analysis Method Based on Markov Switching Model
基于马尔科夫切换模型的上证指数周收益率时间序列分析
7.
An Empirical Research in the Fluctuation Characteristic of Shenzhen 100 Index Daily Income Rate;
深证100指数日收益率波动性的实证研究
8.
An Analysis on the Method of Multi-Move-Average-Line;
均线指标组合下的上证指数收益实证分析
9.
The Features of Risk and Return of the SSE Dividend Index;
上证红利指数的收益与风险特征研究
10.
Comparison of the Volatility of Different Index in Shenzhen Stock Exchange
深圳证券交易所不同指数收益率的波动比较
11.
THE EMPIRICAL RESEACH TO THE RETURN RATES OF INDUSTY INDEX IN SHANGHAI WITH ARCH GROUP MODEL;
ARCH族模型对沪市行业指数收益率的实证研究
12.
The Experiment about Tails of Distribution of Return in Shanghai and Shenzhen Stock Indices;
沪深股市大盘指数收益率分布尾部的实证研究
13.
Investigation on Autoregressive Conditional Heteroskedasticity(ARCH) Model s Fluctuation to the Profit of Shanghai Stock Index;
ARCH族模型对上证指数收益波动性的实证研究
14.
The-day-of-the-week Effect on Return and Volatility in Shanghai Stock Market;
上证指数收益和波动性的星期效应检验
15.
ARCH-Type Models and Its Application of the Return Volatility in Shanghai Stock Exchange Index
ARCH类模型及其在上证指数收益波动中的应用
16.
An empirical detection to tail of the log-daily returns in Shanghai stock market
关于上海股市指数日收益尾部的实证研究
17.
An Empirical Research on VaR s Trimodal Distribution Model of the Return Ratio of Shanghai Stock Market;
我国上证综指收益率VaR多峰分布模型的实证研究
18.
Study of the Relationship among the HengSheng Index Futures, Its Volume and Open Interest;
恒生指数日收益率与成交量及未平仓和约关系的实证研究