1.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
2.
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
3.
Research on the GARCH Model to Predict System Marginal Price;
系统边际电价预测的GARCH建模
4.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
5.
A Simple Class of Multivariate GARCH Models and Application;
一种多元GARCH模型及其应用研究
6.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
7.
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
8.
The Anlysis of the RMB Exchange Rate Base on MS-GARCH Models;
人民币汇率的MS-GARCH模型分析
9.
Analysis on Shanghai’s Housing Price Based on GARCH Model Families;
基于GARCH模型族的上海房价分析
10.
On the Risk of Funds Based on VaR-GARCH;
基于VaR-GARCH的基金风险研究
11.
Application of GARCH-EVT Model in Dynamic VaR;
GARCH-EVT模型在动态VaR中的应用
12.
EMPIRICAL STUDY ON STOCK THROUGH GARCH BASED ON QPSO ALGROITHM;
基于QPSO的证券市场GARCH模型实证研究
13.
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
14.
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
15.
Research on Copper Futures Risk by GARCH Model;
GARCH模型对期铜市场风险的研究
16.
Discussion of jumps catching capability of GARCH-Jump model;
GARCH-Jump模型对跳行为捕捉能力的讨论
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.
Petroleum Price Stimulation Based on GARCH Model;
基于GARCH模型的石油价格变动模拟