1.
CVAR-EGARCH-GED Model and Its Application Base on Copula Theory
基于Copula理论的CVaR-EGARCH-GED模型研究及应用
2.
Study on Risk Measurement in Chinese Stock Market Based on EGARCH-GED Model
基于EGARCH-GED模型下的股市风险测度研究
3.
Volatility Analysis of Shenzheng Stock Market Based on VaR- EGARCH(1, 1)-GED Model;
基于VaR-EGARCH-GED模型的深圳股票市场波动性分析
4.
Application of EGARCH-GED Model for Calculating Value at Risk in Chinese Futures Market;
EGARCH-GED模型在计量中国期货市场风险价值中的应用
5.
The Leverage Effect in Chinese Stock Markets Based on EGARCH Model;
基于EGARCH模型的我国股市杠杆效应研究
6.
Study on the Characteristics of Chinese Crude Oil Price Volatility Based on GED-GARCH Models;
基于GED—GARCH模型的中国原油价格波动特征研究
7.
Measuring VaR and ES of Stock Market Based on SV-GED Model;
SV-GED模型在中国股市的VaR与ES度量及分析
8.
The Study on Insider Trade of Stock Market on the Base of EGARCH Model;
基于EGARCH模型的证券市场内幕交易问题研究
9.
On the return and risk in China gold market based on EGARCH model;
基于EGARCH模型的中国黄金市场风险与收益研究
10.
A Research of Information Symmetry of Chinese Stock Market Based on EGARCH Model;
基于EGARCH模型的我国股市信息对称性研究
11.
Analysis of EGARCH-VaR Models in Measuring Risk in Chinese Stock Markets;
基于EGARCH-VaR模型的沪深股市风险分析研究
12.
Analysis of the volatility of Shanghai and Shenzhen stock markets with the ARMA-EGARCH-M model;
基于ARMA-EGARCH-M模型的沪深股市波动性分析
13.
The Comparative Research on Shanghai Stock Market Between the GARCH and EGARCH Model Under Different Distributions;
不同分布下GARCH和EGARCH模型对上海股市的比较研究
14.
An empirical study of the EGARCH model Shanghai stock composite index by the improved real-coded genetic algorithm;
利用遗传算法对上证综指EGARCH模型的实证分析
15.
Fit and Analyze the Stock Market s Volatility in China with the AR-EGARCH-M Model;
用AR-EGARCH-M模型对中国股市波动性的拟合分析
16.
The Volatility of Chinas Stock Market--the Application of the EGARCH-M Model;
中国股票市场的波动性研究——EGARCH-M模型的应用
17.
Volatility analysis of return of exchange rate using ARFIMA-EGARCH-M model
ARFIMA-EGARCH-M模型在汇率收益率波动分析中的应用
18.
An Empirical Research of the Volatility and Spillover Effects of Stock Index Future Market Based on 2-EC-EGARCH Model
股指期货波动溢出效应的实证研究——来自双变量EC-EGARCH模型的证据