1.
Common framework of single factor interest rate models with diffusion process;
扩散过程下单因素利率模型的统一框架
2.
Empirical Study and Comparison of the Single-factor Models--Based on the Virtual Pricing Perspective
单因素利率模型的实证比较——基于模拟定价的视角
3.
Empirical research of expected stock return:CAPM & Fama-French models;
股票期望收益率估计的单因素与三因素模型
4.
The Influence of Risk Model with Interference on Interest;
常利率因素对带干扰风险模型的影响
5.
The Two-Dimensional Renewal Risk Model about Interest Rate and the Disturbance Factor
带利率和干扰因素二维更新风险模型
6.
MULTI-FACTORS ANALYSIS OF STOCHASTIC INTEREST RATES BASED ON THE N-S MODEL
基于N-S模型的随机利率因素分析
7.
Maximum Likelihood Estimation of Single-factor Interest Rate Models--Empirical Studies of Chinese Interest Rates;
单因子利率模型的极大似然估计——对中国利率的实证分析
8.
The Study of the Interest Rate Term Structure Model and the Empirical Analysis on the Influential Factors of Short-term Interest Rate;
利率期限结构模型研究及短期利率影响因素实证分析
9.
Study on the Interest Rate Behavior in Government Bonds Market Based on the Two-factor Term Structure Models of Interest Rates;
基于双因素利率期限结构模型的国债市场利率行为研究
10.
A Three-Factor Affine Term Structure Model of Interest Rates and Its Application;
三因素仿射利率期限结构模型及其应用研究
11.
The Double Generalized Risk Model with Interest and Diffusion;
考虑利率和干扰因素的双广义Poisson风险模型
12.
Empirical Researches on Term Structure Models of Interest Rates with Macroeconomic Factors
引入宏观经济因素的利率期限结构模型研究
13.
Empirical Research on Two Kinds of Short-term Interest Rate Patterns;
两类短期利率模型的实证研究——基于GARCH类模型与单因子扩散模型的比较
14.
Empirical Evidence on One-factor Model of Short-term Inter-bank Interest Rates of China;
基于单因子利率期限结构模型的中国银行间短期利率行为的实证研究
15.
Estimation for One-Factor Term Structure of Interest Rates With Jumps:Evidence from Government Bond Market;
含跳跃过程单因子利率模型的估计——基于中国国债回购利率的实证分析
16.
The Estimation and Application Research Based on a Two-factor Gauss Affine Term Structure Model of Interest Rates;
二因素高斯仿射利率期限结构模型的构建与应用研究
17.
A 3-Factor Pricing Model with Default Risk for Fixed Rate Mortgage-Backed Securities;
考虑违约风险的固定利率抵押贷款支持证券三因素定价模型
18.
Subsequently, Sharpe raised the Single Index Model and Capital Asset Pricing Model, Ross founded the Multifactor Model.
随后夏普建立了资本资产定价模型和单指数模型,罗斯等人建立了套利定价多因素模型。