1.
Parameters Estimation of a Asymmetric GARCH Model
一类非对称的GARCH模型的参数估计
2.
On the Strictly Stationary Property and the Ergodicity of a generalized Asymmetric GARCH Model
一类广义的非对称的GARCH模型的严平稳遍历性
3.
Application of Asymmetric-GARCH Model for Risk Measure of Stock Market;
非对称GARCH模型在VaR预测上的应用
4.
The Estimation of Value-at-risk Based on Asymmetric Log-GARCH Models with Heavy-tailed Innovations
重尾新息下基于非对称Log-GARCH模型的VaR估计
5.
The Research and Application of Asymmetrical GARCH Models for the Return and the Volatility in the Chinese Stock Market;
非对称GARCH模型在中国股市收益波动中的研究与应用
6.
Asymmetric Log-GARCH Model and Maximum Likelihood Estimator Based on Heavy-Tailed Errors
非对称Log-GARCH模型及重尾新息下的准极大似然估计
7.
Study on Asymmetry of Volatility of HK Exchange Rate Based on GJR-GARCH
基于GJR-GARCH模型的港币汇率波动不对称性研究
8.
Semiparametric GARCH Model Compared with GARCH, Nonparametric GARCH Model;
参数、非参数GARCH模型与半参数GARCH模型的比较研究
9.
Research on Asymmetry of Volatility of Shanghai Stock Market-Comparison of GJR-and VS-GARCH;
上海股票市场波动不对称性研究—GJR-与VS-GARCH模型的比较
10.
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
11.
Seasonality Effect Research of in China's Stock Market-An Asymmetric GARCH-in-Mean Approach
中国股市季节效应的非对称GARCH均值研究
12.
Research on Asymmetric Unit-root Test on a GARCH(1,1) with Normal Errors;
具有GARCH(1,1)-正态误差项的非对称单位根检验研究
13.
Research on Copper Futures Risk by GARCH Model;
GARCH模型对期铜市场风险的研究
14.
Discussion of jumps catching capability of GARCH-Jump model;
GARCH-Jump模型对跳行为捕捉能力的讨论
15.
An Empirical Research in the Stock Market of Shanghai by GARCH Model;
GARCH模型对上海股市的一个实证研究
16.
Application of Nonlinear GARCH to Prediction of Exchange Rate of RMB;
非线性GARCH模型在人民币汇率预测中的应用
17.
Forecasting Volatility of Chinese Stock Markets with Nonparametric GARCH Model;
基于非参数GARCH模型的中国股市波动性预测
18.
Empirical Analysis on GARCH-type Models and VaR;
GARCH模型与VaR的度量研究