1.
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
2.
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
3.
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
4.
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
5.
The calculating pattern and application of GM(1,1)-ARMA(n,m);
GM(1,1)-ARMA(n,m)预测模型及应用
6.
A Markov-Chain Sampling Algorithm and Empirical Analysis for ARMA-GARCH-M Models;
ARMA-GARCH-M模型的马氏链抽样算法与实证分析
7.
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
8.
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
9.
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
10.
Forecasting GDP with integrated Winters model and ARMA model;
综合Winters模型和ARMA模型预测GDP
11.
A Note on The BDLM-model and ARMA-model;
关于BDLM模型和ARMA模型的一个注解
12.
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
13.
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
14.
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
15.
Analysis of EGARCH-VaR Models in Measuring Risk in Chinese Stock Markets;
基于EGARCH-VaR模型的沪深股市风险分析研究
16.
The Comparative Research on Shanghai Stock Market Between the GARCH and EGARCH Model Under Different Distributions;
不同分布下GARCH和EGARCH模型对上海股市的比较研究
17.
An empirical study of the EGARCH model Shanghai stock composite index by the improved real-coded genetic algorithm;
利用遗传算法对上证综指EGARCH模型的实证分析
18.
Volatility Analysis of Shenzheng Stock Market Based on VaR- EGARCH(1, 1)-GED Model;
基于VaR-EGARCH-GED模型的深圳股票市场波动性分析