1.
Bootstrap Method in ARCH Model;
Bootstrap方法用于ARCH模型
2.
Detection of Change-point in ARCH and GARCH Models;
ARCH模型和GARCH模型的变点检测
3.
Research on relationship between ARCH and SV models;
ARCH模型与SV模型之间的关系研究
4.
The Parameters Estimate and Useless for ARCH Family Model;
ARCH模型族的参数估计及其应用研究
5.
The Positive Research on China s Stock Market with ARCH Models;
ARCH模型在中国股市中的实证研究
6.
SD-ARCH model for tanker freight rates;
油船运价的SD-ARCH模型研究
7.
ARCH Model for Stock Return of Shanghai Based on QPSO Algorithm;
基于QPSO的上证指数ARCH模型
8.
Strong Law of Large Number of the Absolute Value Sequences from ARCH;
ARCH模型绝对值序列的强大数定律
9.
Empirical Study on Stock Return of Shanghai Through ARCH with PSO Algroithm;
利用PSO对上证指数ARCH模型的实证研究
10.
Empirical Study on Stock Through Arch Based on PSO Algorithm;
基于PSO的证券市场ARCH模型实证研究
11.
Empirical Study on Stock Through ARCH Based on QPSO Algroithm;
基于QPSO的证券市场ARCH模型实证研究
12.
Stationarity for a Finite-order ARCH-type Bilinear Model;
ARCH型有限阶双线性模型的平稳性
13.
Research on Volatility in Chinese Stock Market Based on ARCH Family Models;
基于ARCH族模型的中国股市波动性研究
14.
Measuring the risk aversion by the semi-parametric ARCH-M model;
基于半参数ARCH-M模型的风险厌恶度量
15.
An Empirical Analysis of the Shenzhen Stock Market by ARCH Models;
ARCH族模型对深证指数的实证分析
16.
Asymptotic Convergence for Weighted Sums Sequences of ARCH(∞) Model;
ARCH(∞)模型加权和序列的渐近收敛性
17.
Research on ARCH-type models and application to Shanghai stock exchange index;
ARCH族模型研究及其在沪市A股中的应用
18.
Estimation on the VaR Based on ARCH Models;
ARCH类模型在风险价值测度中的应用