1.
Price Limits:Stabilize or Destabilize the Markets?--Direct Test Based on the GARCH-Event Model
涨跌幅限制:是否稳定了股票市场?——基于GARCH事件模型的实证检验
2.
GARCH(1,1) Model and Its Application in Forecasting Conditional Volatility of Exchange Rate;
GARCH(1,1)模型及其在汇率条件波动预测中的应用
3.
A Calculation of VaR and CVaR Based on ARMA-GARCH Model
基于ARMA-GARCH模型的风险价值与条件风险价值计算
4.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
5.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型
6.
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
7.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
8.
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
9.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
10.
Petroleum Price Stimulation Based on GARCH Model;
基于GARCH模型的石油价格变动模拟
11.
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
12.
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
13.
VaR-GARCH model using simulated annealing algorithm;
基于模拟退火算法的VaR-GARCH模型
14.
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
15.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
16.
A Simple Class of Multivariate GARCH Models and Application;
一种多元GARCH模型及其应用研究
17.
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
18.
The Anlysis of the RMB Exchange Rate Base on MS-GARCH Models;
人民币汇率的MS-GARCH模型分析