1.
Study on Asymmetry of Volatility of HK Exchange Rate Based on GJR-GARCH
基于GJR-GARCH模型的港币汇率波动不对称性研究
2.
Research on Asymmetry of Volatility of Shanghai Stock Market-Comparison of GJR-and VS-GARCH;
上海股票市场波动不对称性研究—GJR-与VS-GARCH模型的比较
3.
Study on VaR Model Based on GJR-GARCH and its Demonstration on Shanghai Stock Market;
基于GJR-GARCH的VaR模型及其在上海证券市场的实证研究
4.
Study on dynamic risk measurement based on G JR and EVT;
基于GJR模型的EVT动态风险测度研究
5.
Testing for a Unit Root in Time Series with GJR-GARCH Errors;
具有GJR-GARCH误差项时序的ADF单位根检验
6.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
7.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
8.
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
9.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
10.
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
11.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
12.
Petroleum Price Stimulation Based on GARCH Model;
基于GARCH模型的石油价格变动模拟
13.
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
14.
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
15.
VaR-GARCH model using simulated annealing algorithm;
基于模拟退火算法的VaR-GARCH模型
16.
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
17.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
18.
A Simple Class of Multivariate GARCH Models and Application;
一种多元GARCH模型及其应用研究