1.
An Empirical Study on the GARCH Effect of China s Soybean Futures;
中国大豆期货收益GARCH效应的实证研究
2.
Daily Trading Volume and GARCH Effects in Daily Stock Return;
日交易量与股票日收益GARCH效应
3.
Testing of the GARCH Effect and Model Selecting in Shanghai Security Market;
上海证券市场GARCH效应检验和模型选择
4.
Empirical Study on GARCH Effect in Shanghai Stock Market;
我国上海股票市场GARCH效应实证研究
5.
The Empirical Research of the Volatility Clustering of the GARCH Effect of the Shanghai Exchanges in China;
我国沪市波动聚集性GARCH效应的实证研究
6.
Seasonality Effect Research of in China's Stock Market-An Asymmetric GARCH-in-Mean Approach
中国股市季节效应的非对称GARCH均值研究
7.
An Empirical Research on the Weekday Effect in the Stock Market of Shanghai by GARCH Models;
上海股市周日效应GARCH模型族的实证研究
8.
Hypothesis of Financial Market Efficiency with Applications of AR-X-GARCH Models;
资本市场有效性假说与AR-X-GARCH模型的应用
9.
The Study on the Volatility Spilllover Effect between the Chinese Stock Market and Bond Market Based on the MV-GARCH Model
中国股市和债市波动溢出效应的MV-GARCH分析
10.
A Positive Analysis About the Leverge and Spill Effects in Stock Market;
股市杠杆效应与溢出效应实证分析-GARCH模型之应用
11.
The Day-of-the-Week Effect on Stock Return and Volatility in China: Empirical Evidence from Modified GARCH Model;
基于修正GARCH模型的中国股市收益率与波动周内效应实证研究
12.
Volatility Spillover Effects and Risk Contagious:Evidence from the Domestic and Foreign Stock Markets Based on the MGARCH Mode
国内外股市波动溢出效应——基于多元GARCH模型的实证研究
13.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
14.
A Simple Class of Multivariate GARCH Models and Application;
一种多元GARCH模型及其应用研究
15.
Application of GARCH-EVT Model in Dynamic VaR;
GARCH-EVT模型在动态VaR中的应用
16.
Electricity Price Forecasting Model Based on ADLGARCH and Its Application;
基于ADL-GARCH的电价预测模型及其应用
17.
Application of Asymmetric-GARCH Model for Risk Measure of Stock Market;
非对称GARCH模型在VaR预测上的应用
18.
The Applicatiion of GARCH Moldel in computhing The VaR of Stock Junket;
GARCH模型在股票市场风险计量中的应用