1.
Do Garch Models Give Poor Out-Of-Sample Forecasting Volatility;
GARCH模型能否提供好的波动率预测
2.
Forecast of Volatility of Hu-Shen Index Based on GARCH;
基于GARCH族模型的沪深300指数波动率预测
3.
The Predicting Model of the Volatility of China s Stock Market and Its SPA test;
中国股票市场的波动率预测模型及其SPA检验
4.
Approaches to Predicting Volatility Inputs in Value-at-Risk and their Applications in Risk Management;
论风险值波动率预测方法在风险管理中的运用
5.
The Comparison of Parameter and Non-parameter Method of Volatility Prediction
波动率预测的参数方法与非参数方法比较
6.
Volatility forecasting for fund market using grey support vector machine
基于灰色支持向量机的基金波动率预测研究
7.
Empirical Research on a Novel Wavelet Support Vector Machine in Volatility Prediction
新型小波支持向量机在波动率预测中的实证研究
8.
Estimating Long Memory Stochastic Volatility Model and Forecasting Using Volatility Based on High Frequency Data from Chinese Stock Markets;
长记忆随机波动模型的估计与波动率预测——基于中国股市高频数据的研究
9.
Literature Review on Volatility and the Forecasting Methods in the Aspect
关于波动率及其预测方法的文献综述
10.
Shanghai A.B share market yield fluctuation s comparison research and speculation;
上海A、B股市场收益率波动性对比研究及预测
11.
GARCH(1,1) Model and Its Application in Forecasting Conditional Volatility of Exchange Rate;
GARCH(1,1)模型及其在汇率条件波动预测中的应用
12.
Empirical Study on the Forecasting Volatility Term Structure of Shanghai Stock Exchange A-Shares Index;
上证A指预测波动率期限结构的实证分析
13.
A Forecast Comparison of Volatility Models in Chinese Financial Markets
中国金融市场波动率模型预测能力比较研究
14.
The Comparative Research on Volatility Prediction Ability of Adjusted Realized Volatility,GARCH Model and SV Model;
调整"已实现"波动率与GARCH及SV模型对波动的预测能力的比较研究
15.
Idiosyncratic volatility,turnover and cross-section expected return;
特质波动率、换手率与预期收益关系
16.
DEMONSTRATION ON ESTIMATING OPTION PRICE BY STANDARD VOLATILITY SMILE METHOD;
利用标准化波动率微笑预测期权价格的实证分析
17.
Empirical Study of the Ability of Prediction of Two Models Based on Realized Volatility
基于已实现波动率的两种模型的预测能力的实证研究
18.
Empirical study on Volatility′s Modeling and Forecasting Effect of China′s Market
股票波动率模拟及对中国市场预测效果的实证研究