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.
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
4.
Parameters Estimation of a Asymmetric GARCH Model
一类非对称的GARCH模型的参数估计
5.
The Estimation of GARCH Model Parameters Based on MCMC Algorithms
基于MCMC方法的GARCH模型参数估计
6.
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
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.
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
10.
The GARCH Model of the Index of Shanghai Stock
沪市股票价格指数的GARCH模型
11.
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
12.
Shanghai Shenzhen 300 INDEX Forecast with a New Neural Network GARCH Model;
基于NN-GARCH模型的中国沪深300指数实证研究
13.
Study on Volatility of International Tanker Freight Rates Based on GARCH Model;
基于GARCH模型的国际油轮运价指数波动性研究
14.
Forecast of Volatility of Hu-Shen Index Based on GARCH;
基于GARCH族模型的沪深300指数波动率预测
15.
The Analysis of the GARCH Models in Shanghai Stock Market;
GARCH族模型在我国沪市指数上的实证分析
16.
A Study of the High-frequency-data-based Classified Information Mixture Distribution GARCH Model;
基于高频数据的分类信息混合分布GARCH模型研究
17.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
18.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型