1.
The Application of Bayes Estimation on Two-factor Interest Rate Volatility Model
双因子SV利率波动模型的Bayes估计
2.
Modified BS Model(MBS) Based on Using Wavelet Variance to Approach Real Volatility of Financial Process
利用小波方差逼近数据波动率的改进BS模型(MBS)
3.
An Improved Differential Approach to Computing Implied Volatility--Implied Volatility Surface Model;
隐含波动率微分算法的改进——波动率表面模型
4.
The Affine Stochastic Volatility Interest Rate Model with Jump Process and Its Application;
包含Jump过程的仿射随机波动利率模型及其应用研究
5.
Term Structure of Interest Rate in China with Kalman Filter;
我国利率期限结构动态研究-基于卡尔曼滤波的仿射模型实证
6.
ARCH/GARCH Models for Rate in China Inter-Bank Bond Market and Analysis on Its Volatility;
银行间债券市场回购利率的ARCH/GARCH模型及其波动性分析
7.
The Affection of the Interbank Interest Rate and Securities Trading Volume on the Securities Return --the Application of The GARCH Model;
利率、成交量对股价波动的影响——GARCH修正模型的应用
8.
An Empirical Study of Stochastic Volatility Diffusion Model of Short-term Interest Rates with Markov-Switching
马尔可夫状态转换加随机波动瞬时利率模型实证研究
9.
The contingent claim pricing with continuous dividend and stochastic volatility
基于连续红利支付和随机波动率的未定权益定价模型
10.
Foreign Equity Options Pricing with Stochastic Vatility;
汇率联动期权的随机波动率模型及其定价
11.
A volatility estimation method based on generalized additive model;
基于广义可加模型的波动率估计方法
12.
On Measuring Volatility of Asset Returns in KMV Model;
KMV模型中资产收益波动率的确定
13.
Empirical study of the value at risk model based on realized volatility;
基于实际波动率的VaR模型实证研究
14.
ESTIMATION OF THE STOCHASTIC VOLATILITY MODEL IN ORNSTEIN-UHLENBECK MODEL;
Ornstein-Uhlenbeck随机波动率模型的参数估计
15.
Study on Stochastic Volatility Model of CNY Exchange Rate Expectation;
人民币汇率预期的随机波动模型研究
16.
A Study on Option Pricing Model Based on Jump-Volatility;
基于跳跃波动率的未定权益定价模型
17.
A Comparative Analysis of Realized Volatility and GARCH Model;
实际波动率与GARCH模型的特征比较分析
18.
Do Garch Models Give Poor Out-Of-Sample Forecasting Volatility;
GARCH模型能否提供好的波动率预测