1.
VaR Method Based on MRS-GARCH Model and Its Application in Shanghai Stock Market;
基于MRS-GARCH模型的VaR方法及其在上海股市的应用
2.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
3.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
4.
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
5.
In Vivo MR Spectroscopy Characteristics of Rat C6 Glioma Model and Its Histology Apperance
鼠脑C6胶质瘤模型在体MRS改变与病理
6.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
7.
Comparative research on the Shenzhen stock market by using the GARCH model and the SV model;
GARCH模型和SV模型对深圳股市的比较
8.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
9.
Petroleum Price Stimulation Based on GARCH Model;
基于GARCH模型的石油价格变动模拟
10.
The Comparison of VaR Based on the Historical Simulation Method and GARCH Model;
基于历史模拟法和GARCH模型的VaR比较
11.
The Application of Monte Carlo Simulation Based on GARCH Model in Computing Var;
基于GARCH模型的风险价值蒙特卡罗模拟
12.
VaR-GARCH model using simulated annealing algorithm;
基于模拟退火算法的VaR-GARCH模型
13.
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
14.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
15.
A Simple Class of Multivariate GARCH Models and Application;
一种多元GARCH模型及其应用研究
16.
An Research on CVaR Financial Risk Measurement Based on GARCH Model;
基于GARCH模型的CVaR金融风险测度研究
17.
The Anlysis of the RMB Exchange Rate Base on MS-GARCH Models;
人民币汇率的MS-GARCH模型分析
18.
Analysis on Shanghai’s Housing Price Based on GARCH Model Families;
基于GARCH模型族的上海房价分析