1.
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
2.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
3.
Research on relationship between ARCH and SV models;
ARCH模型与SV模型之间的关系研究
4.
Modeling and Empirical Research of Continuous-Time Stochastic Volatility Models with Jumps;
跳跃连续时间SV模型建模及实证研究
5.
A-SV Model and Its Application in Chinese Stock Markets;
A-SV模型及其在中国股票市场的应用
6.
The Application of SV Model to Measuring Risks in Chinese Stock Market;
SV模型在我国股市风险度量中的应用
7.
SV Forecast of Shenzhen Stock Exchanges;
基于SV模型的深圳股市波动的预测
8.
Intercept Change SV Model and Its Empirical Evidence in Shanghai Stock Market;
变截距SV模型及其在上海股市的实证
9.
Risk Analysis of Portfolio by Copula-SV Model
基于Copula-SV模型的投资组合风险分析
10.
Empirical Comparison between ASV Model and SV Model Based on DIC;
基于DIC准则的ASV模型和SV模型的实证比较
11.
Modeling of Continuous-time Stochastic Volatility Using MCMC Method;
基于MCMC方法的连续时间SV模型建模研究
12.
Bayesian Heavy-tailed Stochastic Volatility Model in Finance Analysis Based on MCMC Simulation;
基于Gibbs抽样的厚尾SV模型贝叶斯分析及其应用
13.
Risk Analysis of Financial Portfolio Based on Copula-SV Model;
基于Copula-SV模型的金融投资组合风险分析
14.
A Research on Time-varying Parameters of SV Model and the Policy Effects of Chinese Stock Market;
基于SV模型时变参数的中国股市政策效应研究
15.
High-frequency Financial Data s Long Memory SV Model Analysis Based on FFF Regression;
高频金融数据的长记忆SV模型分析——基于FFF回归
16.
Multivariate long memory SV model and its application to Shanghai and Shenzhen stock markets;
多元长记忆SV模型及其在沪深股市的应用
17.
Research on Bayesian Analysis of Heavy-tailed Stochastic Volatility Model and Its Application;
厚尾SV模型的贝叶斯分析及其应用研究
18.
Extended SV Model and Its Application in Shenzhen Stock Market;
扩展SV模型及其在深圳股票市场的应用