1.
Multivariate Copula-GARCH Model and Its Applications in Financial Risk Analysis;
多元Copula-GARCH模型及其在金融风险分析上的应用
2.
Multivariate Copula-GARCH Model and Its Applications in Portfolio Value-at-Risk
多元Copula-GARCH模型及其在期货风险分析中的应用
3.
The Construction of Multivariate Copulas Based on g Function;
基于g函数的多元copula的构造
4.
VaR Calculation of Portfolio Based on Multivariate Skewed Student t Copula Function
基于多元skst-Copula函数的资产组合VaR计算
5.
Multivariate GARCH Model and Its Application in VaR;
多元GARCH模型及其在VaR计算中应用
6.
A Simple Class of Multivariate GARCH Models and Application;
一种多元GARCH模型及其应用研究
7.
Applications of Multivariate GARCH Models to the Asian Stock Markets
多元GARCH模型在亚洲股票市场的应用
8.
Risk Analysis of Portfolio by Copula GARCH;
基于Copula-GARCH的投资组合风险分析
9.
The Study on the Multivariate Volatility Time Series Model Based on Copula;
基于Copula理论的多元波动时间序列模型的研究
10.
Application of Copula Theory in Correlation Analysis and Its Multiple Extension
Copula理论在相关性分析中的应用及其多元扩展
11.
Research on Spurious Co-persistence of Threshold Vector GARCH Model with Structural Change;
多元变结构门限GARCH模型的伪协同持续性研究
12.
Multivariate GARCH modeling and its application in volatility analysis of Chinese stock markets;
多元GARCH建模及其在中国股市分析中的应用
13.
Empirical research on dynamic OHR about electricity futures based on multivariate GARCH models
基于多元GARCH模型的电力期货动态OHR实证研究
14.
The Forecast Performance of Two Style GARCH Models and Portfolio VaR Computation
两类多元GARCH模型的预测绩效和组合VaR的研究
15.
Application of Multivariate Factor-GARCH Model in the Decision-making of Portfolio
因子多元GARCH模型在资产组合投资决策中的应用
16.
Study on the Portfolio Risk Based on GARCH-EVT Method and Copula;
基于GARCH-EVT方法和Copula函数的组合风险分析
17.
Study on Portfolio and VaR Based on Copula and GARCH Method;
基于Copula-GARCH方法的投资组合与VaR计量研究
18.
Analysis of Portfolio Efficient Frontier Based on Copula-APD-GARCH Model
基于Copula-APD-GARCH模型的投资组合有效前沿分析