1.
FIGARCH Model and The Study of Long-term Memory on China Stock Volatility;
FIGARCH模型及其对中国股市波动长记忆性研究
2.
The Semiparametric Test for Aggregated Effect of Long Memory Property in Stock Markets Volatility;
股市波动长记忆性聚合效应的半参数检验
3.
Long Memory-Driven Factors of Volatility in Shanghai Complex Index Based on High Frequency Data
基于高频数据的沪指波动长记忆性驱动因素分析
4.
Empirical Research on the Long Memory of the Stock Market Volatility Series;
股票市场收益率波动长记忆性的分解及实证研究
5.
Modeling Long Memory in Chinese Stock Market Volatility;
中国股市波动性过程中的长期记忆性实证研究
6.
The Empirical Analysis of the Long Memory Properties of Stock Market Returns and Volatilities in China;
中国股市收益率与波动性长记忆性的实证研究
7.
Empirical Analysis of Long Memory of Volatility in Stock Markets in China;
中国股票市场波动的长期记忆性实证分析
8.
Empirical Analysis on Long Memory character of Chinese Stock Market Volatility;
中国股票市场波动长期记忆性实证研究
9.
An Empirical Research on Long Memory of Volatility Process of Chinese Warrants;
中国认股权证波动过程长期记忆性的实证研究
10.
Research on Long Memory in International Stock Returns and Its Volatility;
国际股票市场收益率和波动率的长记忆性研究
11.
An Empirical Research on the Influencing Factors of Long Memory of Volatility Process in Chinese Stock Market;
中国股市波动过程长期记忆性影响因素研究
12.
Weighted realized volatility and its long memory and optimal frequency;
赋权已实现波动及其长记忆性,最优频率选择
13.
An Empirical Study on the Long Memory Character in the Returns and Volatility of Shanghai Stock Market;
上海股市收益率和波动性长记忆特征实证研究
14.
An Empirical Study of longterm Memory of Return and Volatility in Chinese Stock Market;
股市收益率与波动性长期记忆效应的实证研究
15.
Empirical Analysis of Volatility Long Memory in Chinese Futures Market
我国期货市场波动率长记忆性的实证研究
16.
Test of Long Memory about Returns and Its Volatility in Chinese Stock Market
中国股市收益率和波动率的长记忆性检验
17.
Research on common long memory between trading volume and volatility in Chinese stock market;
中国股市波动性与成交量共同的长期记忆性研究
18.
Empirical Study on Dual Long Memory of International and Domestic Crude Oil Market Return Rate and Volatility
国内外原油市场收益率及其波动性的双长记忆性测度