1.
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
2.
Forecasting Volatility of Chinese Stock Markets with Nonparametric GARCH Model;
基于非参数GARCH模型的中国股市波动性预测
3.
Parameters Estimation of a Asymmetric GARCH Model
一类非对称的GARCH模型的参数估计
4.
The Estimation of GARCH Model Parameters Based on MCMC Algorithms
基于MCMC方法的GARCH模型参数估计
5.
The Estimation and Empirical Analysis of Parameters of Continuous Time GARCH(1,1) Model;
连续时间GARCH(1,1)模型的参数估计及其实证分析
6.
Semi-parametric GARCH Modeling of the Volatility of China Gold Market
基于半参数GARCH模型的中国黄金市场波动性研究
7.
Residual CUSUM Tests for Parameters' Change in GARCH Error Models with Deterministic Trend
带趋势项GARCH误差模型参数变化的残量检验
8.
The Bayesian Estimation of GARCH-STABLE Model and Financial Application;
基于稳定分布的GARCH模型的Bayes参数估计及其实证分析
9.
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
10.
STAR-GARCH Model and Nonlinearity of Investment Strategies of Chinese Stock Markets
STAR-GARCH模型与股票市场投资策略非线性
11.
A Numerical Method for Pricing American-style Asian Options in the GARCH Option Pricing Model;
GARCH模型中美式亚式期权的数值解法
12.
The GARCH Model of the Index of Shanghai Stock
沪市股票价格指数的GARCH模型
13.
Nonparametric Test for a Change-point in the Linear Structural Error-in-Variables Models;
测量误差模型参数变点的非参数检验
14.
Finance Case Analysis Based on Transmissibility Function Model and GARCH Model;
基于传递函数模型和GARCH模型的金融实证分析
15.
Application of Nonlinear GARCH to Prediction of Exchange Rate of RMB;
非线性GARCH模型在人民币汇率预测中的应用
16.
The Estimation of Value-at-risk Based on Asymmetric Log-GARCH Models with Heavy-tailed Innovations
重尾新息下基于非对称Log-GARCH模型的VaR估计
17.
On the Strictly Stationary Property and the Ergodicity of a generalized Asymmetric GARCH Model
一类广义的非对称的GARCH模型的严平稳遍历性
18.
Parameter Production Function Estimation Model Based on Non-parameter DEA Front Line;
基于非参数DEA前沿的参数生产函数估计模型