1.
The Measurement to the Volatility of Stock Market by Using SV-N and SV-M Models
SV-N与SV-M模型测量股市波动性的应用
2.
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
3.
Comparison of VaR based on GARCH and SV models;
基于GARCH模型和SV模型的VaR比较
4.
Research on relationship between ARCH and SV models;
ARCH模型与SV模型之间的关系研究
5.
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
6.
Analysis of Correlation Based on the SV-Copula Model;
基于SV-Copula模型的相关性分析
7.
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
8.
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
9.
SV Forecast of Shenzhen Stock Exchanges;
基于SV模型的深圳股市波动的预测
10.
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
11.
Risk Analysis of Portfolio by Copula-SV Model
基于Copula-SV模型的投资组合风险分析
12.
The Application of Bayes Estimation on Two-factor Interest Rate Volatility Model
双因子SV利率波动模型的Bayes估计
13.
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
14.
Research on Queuing System M/M/C/m/m in Aircraft Battle Damage Repair
M/M/C/m/m排队系统模型的飞机战伤抢修研究
15.
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
16.
MCMC Algorithm for SV-ARMA (p,q) with Fat Fails and Correlated Errors;
SV-ARMA(p,q)带重尾和相关误差模型的MCMC算法
17.
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
18.
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