1.
The Application of EGARCH Model in Computing the VaR of Chinese Futures Market Risk;
VaR-APARCH模型与期货投资风险量化分析
2.
VaR-APARCH Model for Risk Measures of Stock Market;
VaR-APARCH模型与证券投资风险量化分析
3.
Measuring the Risk of Stock Investment Based On the APARCH Model;
APARCH模型在证券投资风险分析中的应用
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.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
7.
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
8.
VaR-GARCH model using simulated annealing algorithm;
基于模拟退火算法的VaR-GARCH模型
9.
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
10.
Conditional Estimation with the Missing Values of Wind Velocity Based on VAR Model;
基于VAR模型对风速缺失值的条件估计
11.
Research on Value at Risk in Measuring Financial Market Risk;
基于VaR模型的金融市场风险计量研究
12.
Research on Pension Fund Allocation Based on VaR Model;
基于VaR模型的养老保险基金投资研究
13.
A Copula-EVT Model Based Portfolio s VaR Measurement Study;
基于Copula-EVT模型的投资组合VaR度量研究
14.
A Comprehensive Evaluation Model of Stocks Based on VaR;
基于VaR的上市公司综合评价模型
15.
The Storage and Procurement Model Based on the Algorithm of VaR and CVaR;
基于VaR和CVaR技术的采购存储策略模型
16.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
17.
Empirical Studies of the VaR and ES Models on Fattailed Distribution;
Fattailed分布下的VaR和ES模型及其实证研究
18.
VaR Model and Securities Fund s Investment Risk Management in China;
VaR模型与我国证券投资基金风险管理