1.
The Inflation and Output Gap Variability Tradeoff in China:Evidence from a GARCH Model
中国通货膨胀与产出缺口变异性替代关系的研究——基于双变量GARCH模型的分析
2.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究
3.
Residual CUSUM Tests for Parameters' Change in GARCH Error Models with Deterministic Trend
带趋势项GARCH误差模型参数变化的残量检验
4.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
5.
Petroleum Price Stimulation Based on GARCH Model;
基于GARCH模型的石油价格变动模拟
6.
The Applicatiion of GARCH Moldel in computhing The VaR of Stock Junket;
GARCH模型在股票市场风险计量中的应用
7.
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
8.
Variable Intercept Panel GARCH(1,1) Model with Random Effect and Its Application;
随机影响变截距面板GARCH(1,1)模型及其应用
9.
The risk-measury applicetion to Garch model family in ShangHai stock manlect;
Garch模型族在上海股市风险计量中的应用
10.
Research of GARCH Model Applying to Measuring Risks in Chinese Stock Market;
GARCH模型在我国深市风险度量中的应用研究
11.
Market risk measurement of copper futures in China based on VaR-GARCH models;
基于VaR-GARCH模型族的我国期铜市场风险度量研究
12.
Volatility s persistence: explanation by trading volume based on GARCH model;
波动率的持续性:基于GARCH模型的成交量解释
13.
A Study on Financial Risk Measurement Based on Heavy Tail Distribution and GARCH Model
基于厚尾分布和GARCH类模型的金融风险度量研究
14.
ARMA-GARCH Models for Chinese Inter-bank Borrowing Interest Rate and Empirical Analysis on Its VaR
同业拆借利率的ARMA-GARCH模型及VaR度量研究
15.
GARCH Models and Its VaR Empirical Analysis on Foreign Exchange Risk
外汇风险度量研究——基于GARCH类模型及VaR方法
16.
The Measure of VaR of the Chinese Stock Exchanges Based on a New MARKOV-GARCH Model
MARKOV-GARCH模型对我国证券市场在险价值的度量
17.
Bivariate option pricing with GARCH-NIG model and dynamic copula;
基于GARCH-NIG模型和动态Copula的双标的型期权定价(英文)
18.
VaR Model Based on Fattailed GARCH;
基于fattailed-garch的VaR模型