1.
Volatility analysis of return of exchange rate using ARFIMA-EGARCH-M model
ARFIMA-EGARCH-M模型在汇率收益率波动分析中的应用
2.
Analysis of the volatility of Shanghai and Shenzhen stock markets with the ARMA-EGARCH-M model;
基于ARMA-EGARCH-M模型的沪深股市波动性分析
3.
Fit and Analyze the Stock Market s Volatility in China with the AR-EGARCH-M Model;
用AR-EGARCH-M模型对中国股市波动性的拟合分析
4.
The Volatility of Chinas Stock Market--the Application of the EGARCH-M Model;
中国股票市场的波动性研究——EGARCH-M模型的应用
5.
Asymptotic Properties of Parameter s Bayesian Estimation for ARFIMA Models;
ARFIMA模型参数贝叶斯估计的渐近性质
6.
Smooth Transition Autoregressive Fractional Moving Average Model and Empirical Analysis:A Case of China s Inflation Rate;
具有平滑迁移的ARFIMA模型及其应用
7.
Study on ARFIMA-FIGARCH Model of Return and Volatility Processes in Chinese Stock Market;
中国股市收益及波动的ARFIMA-FIGARCH模型研究
8.
Forecasting the oil price by ARFIMA model;
石油价格的ARFIMA模型预测研究
9.
Uselessness of ARFIMA Model in Forecasting Chinese Stock Market;
ARFIMA模型在中国股票市场预测的失效
10.
An Empirical Study on Inbound Tourism Demand Forecast Based on ARFIMA Model
我国入境旅游预测:基于ARFIMA模型的研究
11.
The Leverage Effect in Chinese Stock Markets Based on EGARCH Model;
基于EGARCH模型的我国股市杠杆效应研究
12.
CVAR-EGARCH-GED Model and Its Application Base on Copula Theory
基于Copula理论的CVaR-EGARCH-GED模型研究及应用
13.
Study on Risk Measurement in Chinese Stock Market Based on EGARCH-GED Model
基于EGARCH-GED模型下的股市风险测度研究
14.
Orthogonal ARFIMA model based on high frequency financial data;
基于高频金融数据的正交ARFIMA模型及应用
15.
Study of ARFIMA Model and Its Forecast Performance Based on Fractional Differencing;
基于分数阶差分的ARFIMA模型及预测效果研究
16.
The Study on Insider Trade of Stock Market on the Base of EGARCH Model;
基于EGARCH模型的证券市场内幕交易问题研究
17.
On the return and risk in China gold market based on EGARCH model;
基于EGARCH模型的中国黄金市场风险与收益研究
18.
A Research of Information Symmetry of Chinese Stock Market Based on EGARCH Model;
基于EGARCH模型的我国股市信息对称性研究